Ideally, try out a new panty style when you can hang around your house for the day. After all, you don't want to spend all day at work, school, or out with friends while wearing uncomfortable panties. Give your new style a test run for several hours. If you're trying out activewear, do a workout at home to make sure the fit works well for you.
If you're going to wear a new style for the first time and you can't do a test run at home, throw a pair of your usual panties in your purse to quickly change if needed.