I'm wondering if it's possible to intercept bitcoin-qt (bitcoind) traffic and change the address bitcoins are going to.
I experienced this once when sending to MtGox and I'd like to know what actually happened.
I sent a tx to one address, typed in my wallet password and sent the tx. It went to a different address, but my MtGox account was still funded.
Was it just a compressed address or something else?
No, it's not at all possible to do that. The signature, created using your private key, specifies where the bitcoins are going. If someone modified that, the signature and transaction would be invalid. Transaction malleability can create confusion, especially when someone tries to use a transaction that's not in a block yet, but this will never result in "I signed this tx, and then the address on it changed without me resigning it".
I'm not sure what happened with you and MtGox; the most likely scenario is that you were confused about what address you were sending to, or confused your change address and your MtGox address.