INS
There are two possibilities how INS will know about the change.
1. Of course, the employer informs the INS that you did not fulfill your intention to work for them on a permanent basis. If they spent money to get your GC, they may do that.
2. If the sponsor is considerate and you don't expect such a thing, INS will review your employment history at the time of your Citizenship application. Since your GC is based on employment (W-2, tax records), they have the record who was your sponsor and where you should have worked.
Now these are possibilities, and not everyone who has done this was troubled by INS. But again, this is possible. With the 911, INS checking minute details are more. There are few cases (as jaxen has posted on another thread) where people were denied the Citizenship (but saved for deportation/revocation of GC). You never know and with INS there is nothing you can pedict.
So, the safe bet is to stay with the sponsor. It wouldbe possible though if the sponsor provides some kind of letter that due to economical/financial condition THEY are laying you off. In that case, your intention to work for them is still intact, and that letter may be helpful to show that in case INS raises the question.