You can always update the addresses used on your account by visiting the "My Addresses" page. You must be logged in to your account to update your address.
If you've already placed an order and would like to change the shipping address on that order, you may do so any time up until the time your order goes to fulfillment. To do so visit the "My Orders" page and choose "Edit or Cancel" next to the order you'd like to change. You can also edit or cancel your order by clicking the "View My Order" link in your order confirmation email. Learn more about how to cancel or change your order by clicking here.
NOTE: If you would like to edit your order the current order will be cancelled and refunded/voided. This gives you fullest flexibility when editing your order. Your shopping cart will then be reloaded and you can make the necessary changes.