Other than the obvious advice of avoiding switching lenses when you're in a an old barn or a flour mill or other particularly dusty environment, the main thing is be fast.
And the way to do that is to practice. With modern automatic sensor cleaning, dust isn't the plague it was in the earlier days of digital SLRs. So, don't be afraid to just start changing your lens more often. As with anything, as you repeat the task, you'll be able to do it more certainly and more quickly each time.
Many people carefully turn their camera so the lens mount is facing down when changing lenses. I don't think this really helps — dust is so light that it only settles downward in still air over a period of time, which isn't going to be the case when you're changing lenses. Since flipping the camera slows you down (by making it harder to see what you're doing and by simply making the process more awkward), I think it probably actually makes the situation worse.
If you are in a dusty environment, can't avoid a lens change, and are practiced at changing the lens without looking, you could change the lens inside a bag (one designed for this, a simple plastic trashcan bag, or your camera bag in a pinch if it's big enough). Under most circumstances (again, particularly because of the automatic cleaning) I don't think it's worth bothering.