There have been several methods of changing oneself, one of which is ceremonial magick. Of course, first we have to realize that we can change ourselves, after being told for so long that we can not, or that we can do this only through one particular person or prophet.
Another interesting person to check out is Frater Luxnoir, of the Church of the SubGenius. In several missive, he gives some wise advice:
I want to add that I found most useful a word of caution I read in Israel Regardie's book on the Golden Dawn: this work will bring about an inflation of the ego which is most dangerous to the self, due to the release of latent energy locked by our social programming. It is imperative that some form of psycho-analysis is used in conjunction with this Work. I would venture to say that this was the trap in which Heart of Mercy fell. Plus his overrelliance on Malkhutian methods of chemical allies and sex magick kept him too wedded to the ego.
One method I have found useful is to enter this realm with other people present. Also, musick is a very useful vehicle of getting in this altered state.