For me, it was easiest when I connected using an app on my phone. With the two I used, Sync and Slide, you login once with a username and the app keeps a dropdown picklist of them. You can easily switch.

Otherwise, I tried to keep a list in a memopad app, but didn't keep it up so I've forgotten some usernames.

Ultimately, though, because of Reddit's endless bans and shadow-bans, none of them could be reliable to work in every sub so I quit changing usernames and only used just one. So, Reddit's censorship kept restricting my participation to the point it drove me away. I sure as hell am not going to try to create more usernames, try to keep track and switch among them anymore. Fuck Reddit.