I usually like to teach them across the diagonal line to make a clear change of bend, but you can also use a figure eight. Just stay seated, ask for the change of bend and shift weight slightly to give the canter aids for new direction. Sometimes I like to put a canter pole down and swap over that when I'm teaching people how to do one so they can really feel the horse's movement.
Start with leg yielding, to gain control of the body. If your pick ups into canter are already good, canter on one lead, come down to a trot for 2-3 strides, and ask for the other lead. Soon you should be able to do flying lead changes without coming down to a trot! Also try a lot of bending exercises!