Psychologically this can be the easiest time to make changes as in our minds at least, a new year means a new start. It can also be one of the toughest times to make changes though due to the sheer pressure of "resolutions"!
The key really is to do what feels comfortable and don't try to make sweeping changes all at one go. If you do it is likely that your body and/or emotions will suffer and that will make you want to question the validity of the changes. Gently does it is an appropriate maxim to apply.
Here is an article from the BBC website on some changes you might want to stick with.
copyright the BBC
If you do make changes, remember to make ones that mean something to you and add something of value to your life without pushing you into a state of suffering.