What is considered the most important change coming from the Progressive Era and why?

The answer to this question depends on whom you ask, since a lot happened during that time period.  Women received the right to vote.  The Food and Drug Act was passed, giving people access to safer food and medicine.  Government acted to break up monopolies with the Sherman Anti-Trust Act.  Thanks to the efforts of John Muir and Theodore Roosevelt, the nation gained many national parks and public lands.  The United States also passed the Volstead Act; while this act would ultimately be a failure due to a lack of popularity and enforcement, it still demonstrated that the federal government was willing to intervene at an individual level.  
To me, the most important change from the Progressive Era came at the individual level.  People became more active in politics and they expected government to fix social and economic issues.  Before this, large businesses could do whatever they wanted.  With Progressivism, government moved to rein in big business.  In the case of suffragists, people learned that they could lobby the government for the right to vote.  By making the government more accountable and personal to the people, ordinary citizens learned that they could make a national difference at the grassroots level.