Here's my method:
1) Camera around neck, I let it go and leave it hanging.
2) Grab the lens, with the lens cap on.
3) Push the lens release button on the camera and twist the lens until it has reached the point of removal, but is still over the lens mount.
4) Using my pinky and ring finger on the hand that holds the new lens, I twist and remove the lens cap while dropping into my camera bag.
5) As I bring the new lens up to the camera, my left hand removes the old lens. In an instant, the lenses have changed.
6) Put the old lens cap on the removed lens, and stick it in my bag.
7) Take the picture
That's what I do... Most of the time I'm shooting.