Anticipation is the biggest issue involving lead changes. How to manage it is an art form. By creating the right situation, along with really good body control, is the best way to build and maintain a good lead change. This will, also, lessen problems that can creep in down the road.
The anticipation comes from not know or being scared of what is going to happen in the middle of the show pen or arena.
I tend to think of the lead change as a lead departure from the other lead. The goal is to be able to push the horse's hip in the direction of a lead change at any time. You want to emphasize hip control before, during, and after the lead change. Be sure to follow through and maintain the hip control after the lead change.
A lot of things happen in the center of the show pen. The horse responds to how that center is managed. The best way to come through the middle is to have a short straight line before anything needs to be done. It is super important to make that line a priority; it really helps keep the horse quiet in the middle. They won't feel so overwhelmed by what might happen if they have that moment of straight and balanced.
So how can you practice the lead change to make it a quality maneuver? From time to time it's okay to change in the center of the arena, the same way you would in a pattern, to make sure your horse will change leads and directions without it being foreign to them or a surprise. Sometimes, however, a horse will change the lead and keep loping in the same direction. They don't necessarily connect the lead change with the direction change when correctly practicing. You want to check your horse from time to time with both the lead and direction change. The rest of the time practice lead changes from a counter canter. Use the entire arena, loping all over, because you want to mix up how, when, and where you ask for the change.
Practicing counter canter circles keeps the horse in an unbalanced position making it obvious to them that they are on the wrong lead. They will want to change leads when given the opportunity. Also, on a circle there isn't an exact spot to change so you can keep going around and around until the horse is ready. You can position them anytime and anywhere taking away the anticipation, which is poison to a good lead change.
Counter cantering a lot of circles is a plus, but using a large rectangle to change leads is best. It puts the horse on a straight line and puts a spotlight on whatever body position or body control problems you may have to work on. Remember, to emphasize the straight line, and when you're showing your horse they will view the change in the middle as a change on a shorter straight line.