The way I was taught was basically (if you were cantering right) keep a controlled and balanced canter then simply ask for the horse to canter left (left leg on and right leg back) and then continue. Once the lead changes start to get more difficult (things like tempi's) the rider doesn't have to move their legs as much and just have to move their hips, pointing to the shoulder that will be leading (this happens automatically when you ask for the canter as I have already stated). This, of course, doesn't always work when trying to teach the horse to change leads, for example, every stride.
"You know, for as long as I can remember, I've had memories." ~Colin Mochrie