Go across the diagonal, hold the outside rein to keep the horse strait and kick/squeeze with your outside leg.
I try to switch leads every 5-10 minutes depending on what we do so that I can work both sides. And you don't need to do a flying change, just a change of direction across the diagonal
If you want to change from (ex.) left lead to right lead, you shift your weight into your left stirrup and lift your right hand and open your right leg. The idea is to be opening up an option for him to change his lead. If your horse does not know how to do lead changes, making sharp turns or trying to change leads over a pole can help to teach them!