I would DEFINATLEY go through the trouble of changing your #, because if he somehow found your # without being directly told by you, then I think that he might have the resouces to go around just about everything that you throw at him.
Good news that something was finally done about it though. I hope that you don't get anymore freaking "breathing" phone calls.
Just a question, but you don't know ANYONE who would do this as a joke, and think it would be funny do you? Because if it turned out that it was someone that you knew all along...that would call for serious ass whooping!!