Here’s two things I do to lower the chances of getting dust on my sensor chip when changing lenses. First, do it quickly to minimize the time the camera body is exposed to the open air without a lens. In preparation, I try to have the end cap removed from the lens I’m changing to before I remove the lens from the camera. That way, I’m not fumbling around and exposing the chip to dust longer than necessary. Second, and more important, I also turn the camera body so the lens points straight down. I keep the camera body oriented this way as I change lenses. Doing this prevents gravity from helping dust particles fall into the opening.
Using this two-step method has kept my sensors relatively free of airborne dust particles during the many, many lens changes I’ve made since switching to digital. Of course, if your surroundings are very dusty (like when covering rodeos, motocross races, etc.) it’s a good idea to keep lens changes to a minimum or to make the swaps in a more dust-free environment. To recap: point the camera down, change lenses quickly.