Most European carriers change when cleared to a FL on the way up, and when cleared to an ALT on the way down.
At Ek we do it when at or close to transition.
Have done it both ways, and prefer to do it the European way...1 less thing to forget...
I think it really depends on your local transition level, Middle East is mostly around 15000, US is 18000 so it may make sense to change at transition. Personally not conviced as have seen it forgotten many times, if you change when cleared easy peasy..