Yes, direction changes are fine, as long as the joist are running opposite the flooring, or another layer of plywood is added to beef up the subfloor, or if you are going over concrete.

is this commonly done or personal preference? I'm just used to seeing wood floors all continuous.

I think it's a personal preference. I would prefer my wood to always run parallel to the longest side of the room, which will necessitate a direction change. I also personally prefer that look, including a threshold. A lot of older houses are that way. Then again, I also like the broken up layout of traditional houses (in contrast to open concept which is popular today. I actually like that changing direction and using a threshold intensifies the "individual room" look of a traditional layout.