1. Set up portable clean room
2. Put on clean room suit (otherwise known as a "bunny suit")
3. Enter portable clean room
4. Remove lens from camera
5. Unscrew cap from lens to be mounted
6. Mount lens
7. Screw cap onto originally-mounted lens
8. Exit clean room
9. Remove bunny suit
10. Break down portable clean room
This procedure is somewhat involved, but I have never gotten dust on my sensor!
An easier solution for those with deep pockets is to keep a body permanently attached to each lens.
+1 and an assistant per camera/lens combo to hold all of that gear.