I'll second that advice about taking the old piece with you on the new one's first trip. I couldn't ever bring myself to replace one thing at a time, though; carrying two sets of gear would be way too heavy, so I always make my first trip of the year a "car camp" where I camp at (or near, say within half a mile) the car, using the new stuff but leaving the old stuff in the car, in case the new doesn't work. An alternative is a two-night trip, leaving old in the car, but looping back by the car early on the second morning so you can switch out whatever didn't work the first night.

In the last two years, I've rotated through a couple of gear changes before settling (I hope) on a set I'll use for a while. I used the car camp/shakedown several times to help with this.