Dust is a pain in the arse but there isnt really any fool proof method of avoiding it.
Where possible do it indoors, if you are outside try and get some cover or atleast turn away from the wind if there is any.
I always get the new lens ready, take the rear cap off, make the switch quickly and then get the old lens covered up and put away. Meaning the camera is exposed for a shortest amount of time possible, the lenses are easier to clean and if they do catch a bit of dust, atleast its only on one lens and not every shot you take.
Do whatever you think is reasonable, but accept that there is no real way of keeping dust out, just got to clean it regularly.