Shooting with multiple lenses? Leave the lens caps off until your session is done. I used to refuse to leave my lens caps off due to fear of dust, but I've broken out of the habit only recently. I haven't noticed any side-effects, aside from switching lenses 50% faster.
You may only want to try this if you're using a padded camera bag, or else you may damage your lens elements. It doesn't hurt to carry a microfiber cloth and air blower either, just in case.
The less time you spend switching lenses, the more time you spend shooting, the more likely you are to nail the perfect shot.
What do you think; do the pros of leaving off the lens cap outweigh the cons?
Edit: The real essence of this trick requires foregoing a rear cap as well.