The page referenced above gives definitions, but not any direction as to what works where--

Common key changes are the one mentioned above, moving up a full step, and (epecially in Pop/Rock music) moving up a half step--the most common way to do it is by way of a "pivot chord", which is most always simply the V7 chord in the new key(say you are in G,and want to change to A, you play your G, then go to E7 and then to A)--

Another popular key change is the one PeterT mentions, moving to the key of the VI simply go from the G to G7(this is a pivot chord, as well)-then you resolve to the C--if you want, then go to C7 and resolve to F, F7 and resolve to Bb--you can go on til you come back to G if you want, this is really what the circle of Fourths is all about--

I used to work with a guy who liked to play "Never on a Sunday" over and over, moving it up a half step at a time--I leave you to decide whether this is a good idea or not--