If you haven't saved the gearset (which I highly recommend), you can switch by equipping your lance. You'll have to re-equip all your gear.

If you're in the Character menu, look for a small plus button at the top left. That will create a gearset for whatever you are currently wearing. You can name it whatever you want but it will auto-name it at first with your class/job abbreviation and your current level.

Hope that was helpful.