Some people think that you can't shift the point of view when writing a story, but you can actually shift perspectives as much as you want, if you know how to do it. The key to shifting narrators effectively is to make sure that the change makes sense for your story, and that you are changing perspectives according to a specific method -- basically, that you are in complete and competent control of the storytelling.
Perhaps the simplest way to shift point of view when writing a story is to use chapter breaks as points when you change narrators. For example, in "The Sound and the Fury," William Faulkner opens the novel with the character Benjy telling the story, but then begins the the second section of the book from Quentin's perspective. You don't have to restrict yourself to moving from one first-person narrator to another. You could open the book in third-person perspective, and then have certain chapters or sections relay the story from the perspective of a specific character, depending on the needs of your story. Regardless, section breaks make clean and logical transitions for changes in point of view.
Wandering Third-Person Perspective
To use wandering third-person perspective, you begin in the limited third-person perspective of one character, and as that character interacts with another, you move the narrational observations to a point of objectivity -- a space not attributed to either character, and then begin narrating from the limited perspective of the other character. For example, character X could be talking with character Y at the train station, and noticing that character Y's makeup is much bolder than normal. You could then give details of the wind and the passing train, and trash brushing past both of their feet on the platform, and then mention how one plastic bag felt against character Y's leg. The effect is that you've moved smoothly from one character's mind to the other.
Second-Person Perspective for Emphasis
The second-person point of view can be evoked to emphasize brief statements or entire anecdotes when speaking from a standard first-person point of view. For example, your narrator could be detailing -- to the reader -- how it felt to catch her husband in bed with another woman, and then say "and you have no idea how much it hurts to see another woman hide under your blankets as if they were her own." You can also use second person to place someone into more intimate contact with a story your character is telling: "I remember going in and finding them. You walk up the stairs and the ceilings are high, and any sounds swirl around and then sink down upon you, and that's how her laughter hit me. It sank onto me from the ceiling."
You could also disregard standard conventions for shifting perspective, and change narrators whenever you want. You could switch narrators from paragraph to paragraph, or sentence to sentence, to accentuate the flow and mood of your story. If your goal is to provide a confusing or chaotic reading experience, you could even shift points of view within one sentence. Whichever method you choose, however, it is important that you do it because you have chosen to, because it makes sense according to your artistic vision for the story. Otherwise, you will be perceived as less than masterful with your writing craft, which could disengage the reader from the text.