I'm a big fan of the Oakley Flak Jackets. The lens are interchangeable and the glasses don't look "abnormal" if you're wearing them when you're not riding.

That said, I rarely swap lens when riding. I just don't want to scratch them carrying them around in a pack. I did get a pair of lens that are photochromic...the brand name is Transitions. They're great for wearing when you think the conditions might change.

Charles