I have always raced and trained on the same bike.
I had race day wheels (several sets accumulated), which were either carbon tubulars or a carbon clincher with al brake surface that had a race tire and latex tube setup; and training wheels (several sets accumulated), which were heavier aluminum clinchers with thicker butyl tubes to mitigate flats or whatever during training miles, which are substantially higher volume than racing miles.
The switching I would do from training to race set up was generally changing out brake pads from al to carbon and changing the wheel setups.
Years ago I used to change out cassettes to best fit the race at hand, i.e. 11x21 for flat crits, 11x23 for a crit with a hill, 11x25 for RRs, but I got tired of doing this so when the 11x28 came out and shifting worked, I just put that on everything.
For stage races, I started by putting clip on aerobars onto my road bike, but then bought a TT bike so the training/racing strategy is same as described above with race day v. training ride wheels.
It's never made sense to me to train on a different bike than I would race, to race on a bike that I don't train on, or to race on something less than my training bike, but everyone has their own rationale for how they do things.