Aspiring Jedi
Becoming a Sith when you start out as a Force User of a different faction is not simply a matter of exchanging tan robes for black ones and swapping out your name for something a little edgier: there seems to be a huge misconception floating around on this, mostly because the movies served to show but a tiny fraction of one person's conversion under remarkable circumstances. Surely to become a Sith merely means that you have sworn your allegiance, cast off your moral restraints and simply let yourself feel something (or admit to it, at any rate!)? Perhaps all you need is someone (yourself, more than likely) to give you a 'Darth' name?
Nope, definitely not.
The first thing we need to note is this: a Jedi that has fallen from the Jedi ways is not a Sith by default. Wearing black robes and acting whimsically or psychopathically does not make you Sith - oftentimes, quite the opposite. A Jedi in such a position is a Dark Jedi at best, a fallen Rogue Jedi at worst, someone that has rejected one set of teachings to go their own way. To become a Sith thereafter, they must do far more than this. I did say mention all other Force Users, but the Jedi-to-Sith conversion is the most common cliche, so that's the one I'll focus on.
Sith are all agents of the Dark Side, first and foremost. The most sociopathic and the most rational, the ambitious, the destructive, the malicious, the gluttonous: all must submit to the Dark Side. A Jedi might slide towards the Dark Side, but they are more often than not being manipulated by it, being drawn in as fodder, their emotions played upon and influenced so that their inner darkness might feed the greater one. These are victims of the Dark Side, beings that will slowly be consumed by it, and not of their own free will.
Moving back to Sith, these are beings that recognise the darkness, and choose to embrace it, for whatever reasons or motives they might choose. The darkness feeds on them, but it's a symbiotic relationship: they draw power from the darkness, accept the agonies of it for themselves, knowing that they are strengthened by it even as they are diminished by it. They are not entirely servants of the Dark Side, nor is it entirely at their service: it is a give-and-take relationship, a constant struggle between the two that a Sith accepts as a means to achieve their ends. It's a very Faustian bargain, ultimately: everything they are in exchange for the power to realise their dreams and ideals.
Conversion to the Sith path isn't a delicate switch, nor a fun experience - it's designed to be emotionally traumatic, physically jarring (if not outright deadly), a complete shock to the system. One Jedi in a thousand might make a successful Sith, because Jedi oftentimes reject the feelings and pain that Jedi push aside in their quest for objectivity. A Sith cannot afford this: they must embrace their feelings, must embrace pain, must be willing to let the Dark Side swallow them whole, and that's a very dangerous path that you don't always walk away from.
Even the strongest of Jedi Masters remains a neophyte when it comes to the Sith path: the Jedi uses the Light Side as the source of their powers, and must engage in serene focus, pushing aside their ego and becoming a vessel for the energies of the Force. A Sith cannot do this: they must allow themselves to revel in the feelings that are part of them, offer them up to the darkness in exchange for the strength they draw upon. Thus, any Jedi converting to the Sith path will effectively start out as a complete novice, much as a new Acolyte without training might. They may understand the techniques they have been taught (so they would know how to channel energy to levitate an object, for example), but they have zero understanding of how to tap into the Dark Side, and so would be effectively useless at it until they have been trained.
Much of a convert's training requires unlearning: they must see the flaws in their past training, be brought to an understanding of the weaknesses inherent in this, and the damage it has done to them. Such a thing will hurt, of course, and there should ever be resistance: imagine being told everything you believed was wrong, and that you must try a different (perhaps even wholly contrary) approach. All your principles, reservations, moral codes, psychological methodology...all of it must be challenged.
The bit that's difficult, of course, is actually truly becoming Dark: Jedi in particular have a tendency of seeking to avoid pain, by suppression techniques or by detaching themselves from the sources of it. Friends and family are often concepts avoided: Sith must open themselves up to these things. Pain must be felt, experienced and endured, not simply shoved to one side. The training for a convert remains similar to that of any ordinary Acolyte: they must be pushed, subjected to horror and agony, forced to embrace it and press on regardless.
The TL;DR version is fairly straightforward: you might be a Jedi Master, but you're less than a neophyte among the Sith until broken down into tiny little pieces. You don't go from Jedi Master to Sith Lord: you go from Jedi Master to Sith Acolyte. You'll be challenged, pushed, prodded, forced to declare your allegiance to your enemy and made to destroy everything they foolishly made you live by. You are nothing, but you have the potential to become something.
Or you might become nothing at all. That's ever an alternative.
Edited Notation (01/04/2017):
Also wanted to add, after having some conversations with [member="Satia"] that there's another pretty obvious reason you'd not go from Jedi Master straight to Sith Lord (or vice versa) following a conversion:
Conversions require that you turn your back on your own people and the principles that previously guided you, essentially turning you into a traitor. A Jedi becoming Sith has walked away from their objectivity-focused, morally self-righteous, humility-espousing philosophy, to essentially turn to the Dark Side, becoming a very different individual (eventually). Ask yourself, traitor, why we should trust you? Ask yourself why we would offer you power and responsibility, knowing that your service to the Sith is self-serving, and does not stem from true belief? Ask ourselves why we would allow you to walk the path of the Sith Lords, knowing your changeable, unstable, treacherous nature.
Let's be honest: a conversion would almost bar you from the upper levels of the Sith hierarchy: you can't be trusted. You may sound zealous, may wish to slay Jedi by the thousands, and claim a hatred of democracy, peace etc, but realistically, you don't serve the Sith or their Empire: you serve your own interests. You walked away for selfish reasons, and such will dictate your actions from that point forward. And your treachery serves as a foundation for what is to come: you have betrayed your Jedi family, so you will, in time, betray us also. But we're watching you...
OOCly, see yourself treated with suspicion and scorn. It's a good platform for the emotional breaking, to be something of an outcast, to be known as treacherous, a turncoat from the Light, one who has come late to the Dark. You shouldn't expect, ICly, to be welcomed: you might be treated with derision, antipathy, perhaps with a little sympathy (you were blind, but now you can see, and how terrifying that must be for you!). The road to becoming a Sith will be long and difficult, dangerous certainly, and you may never fully gain the trust of those above you, nor that of your peers. The work needed to prove yourself will be considerable, but the rewards may be worth it in time...
Reflect on that, Oh Treacherous One...
Nope, definitely not.
The first thing we need to note is this: a Jedi that has fallen from the Jedi ways is not a Sith by default. Wearing black robes and acting whimsically or psychopathically does not make you Sith - oftentimes, quite the opposite. A Jedi in such a position is a Dark Jedi at best, a fallen Rogue Jedi at worst, someone that has rejected one set of teachings to go their own way. To become a Sith thereafter, they must do far more than this. I did say mention all other Force Users, but the Jedi-to-Sith conversion is the most common cliche, so that's the one I'll focus on.
Sith are all agents of the Dark Side, first and foremost. The most sociopathic and the most rational, the ambitious, the destructive, the malicious, the gluttonous: all must submit to the Dark Side. A Jedi might slide towards the Dark Side, but they are more often than not being manipulated by it, being drawn in as fodder, their emotions played upon and influenced so that their inner darkness might feed the greater one. These are victims of the Dark Side, beings that will slowly be consumed by it, and not of their own free will.
Moving back to Sith, these are beings that recognise the darkness, and choose to embrace it, for whatever reasons or motives they might choose. The darkness feeds on them, but it's a symbiotic relationship: they draw power from the darkness, accept the agonies of it for themselves, knowing that they are strengthened by it even as they are diminished by it. They are not entirely servants of the Dark Side, nor is it entirely at their service: it is a give-and-take relationship, a constant struggle between the two that a Sith accepts as a means to achieve their ends. It's a very Faustian bargain, ultimately: everything they are in exchange for the power to realise their dreams and ideals.
Conversion to the Sith path isn't a delicate switch, nor a fun experience - it's designed to be emotionally traumatic, physically jarring (if not outright deadly), a complete shock to the system. One Jedi in a thousand might make a successful Sith, because Jedi oftentimes reject the feelings and pain that Jedi push aside in their quest for objectivity. A Sith cannot afford this: they must embrace their feelings, must embrace pain, must be willing to let the Dark Side swallow them whole, and that's a very dangerous path that you don't always walk away from.
Even the strongest of Jedi Masters remains a neophyte when it comes to the Sith path: the Jedi uses the Light Side as the source of their powers, and must engage in serene focus, pushing aside their ego and becoming a vessel for the energies of the Force. A Sith cannot do this: they must allow themselves to revel in the feelings that are part of them, offer them up to the darkness in exchange for the strength they draw upon. Thus, any Jedi converting to the Sith path will effectively start out as a complete novice, much as a new Acolyte without training might. They may understand the techniques they have been taught (so they would know how to channel energy to levitate an object, for example), but they have zero understanding of how to tap into the Dark Side, and so would be effectively useless at it until they have been trained.
Much of a convert's training requires unlearning: they must see the flaws in their past training, be brought to an understanding of the weaknesses inherent in this, and the damage it has done to them. Such a thing will hurt, of course, and there should ever be resistance: imagine being told everything you believed was wrong, and that you must try a different (perhaps even wholly contrary) approach. All your principles, reservations, moral codes, psychological methodology...all of it must be challenged.
The bit that's difficult, of course, is actually truly becoming Dark: Jedi in particular have a tendency of seeking to avoid pain, by suppression techniques or by detaching themselves from the sources of it. Friends and family are often concepts avoided: Sith must open themselves up to these things. Pain must be felt, experienced and endured, not simply shoved to one side. The training for a convert remains similar to that of any ordinary Acolyte: they must be pushed, subjected to horror and agony, forced to embrace it and press on regardless.
The TL;DR version is fairly straightforward: you might be a Jedi Master, but you're less than a neophyte among the Sith until broken down into tiny little pieces. You don't go from Jedi Master to Sith Lord: you go from Jedi Master to Sith Acolyte. You'll be challenged, pushed, prodded, forced to declare your allegiance to your enemy and made to destroy everything they foolishly made you live by. You are nothing, but you have the potential to become something.
Or you might become nothing at all. That's ever an alternative.
Edited Notation (01/04/2017):
Also wanted to add, after having some conversations with [member="Satia"] that there's another pretty obvious reason you'd not go from Jedi Master straight to Sith Lord (or vice versa) following a conversion:
Conversions require that you turn your back on your own people and the principles that previously guided you, essentially turning you into a traitor. A Jedi becoming Sith has walked away from their objectivity-focused, morally self-righteous, humility-espousing philosophy, to essentially turn to the Dark Side, becoming a very different individual (eventually). Ask yourself, traitor, why we should trust you? Ask yourself why we would offer you power and responsibility, knowing that your service to the Sith is self-serving, and does not stem from true belief? Ask ourselves why we would allow you to walk the path of the Sith Lords, knowing your changeable, unstable, treacherous nature.
Let's be honest: a conversion would almost bar you from the upper levels of the Sith hierarchy: you can't be trusted. You may sound zealous, may wish to slay Jedi by the thousands, and claim a hatred of democracy, peace etc, but realistically, you don't serve the Sith or their Empire: you serve your own interests. You walked away for selfish reasons, and such will dictate your actions from that point forward. And your treachery serves as a foundation for what is to come: you have betrayed your Jedi family, so you will, in time, betray us also. But we're watching you...
OOCly, see yourself treated with suspicion and scorn. It's a good platform for the emotional breaking, to be something of an outcast, to be known as treacherous, a turncoat from the Light, one who has come late to the Dark. You shouldn't expect, ICly, to be welcomed: you might be treated with derision, antipathy, perhaps with a little sympathy (you were blind, but now you can see, and how terrifying that must be for you!). The road to becoming a Sith will be long and difficult, dangerous certainly, and you may never fully gain the trust of those above you, nor that of your peers. The work needed to prove yourself will be considerable, but the rewards may be worth it in time...
Reflect on that, Oh Treacherous One...