Lens changing technique

The thread about wrist straps vs neck straps got me thinking about what others might be doing with regard to changing lenses

I take the new lens out of the bag, take the rear cap off, remove the mounted lens and immediately mount the new one. Then I put the rear cap on the first one and throw it in the bag. This is fine if you have something to sit the lens on.

How do you manage to change lenses without anything to rest equipment on? i.e. how do you change lenses in "mid-air" ?