Over the years people have come up with many ingenious ways to carry spare nozzles or to quickly change nozzles.  

There are rotating nozzle holders attached to wands with two nozzles attached, lance holders for 6 or 7 nozzles between your gun and lance,  clips with space for 3 or 4 nozzles to hang on your belt.  These are all in addition to the spaces the machine manufacturers put on the frame on the pressure washer.

Frankly, I think these are all pretty much a waste of time, money and effort.  What ever happened to the good old pocket.  From my power washing days I don't remember that changing nozzles was that big of a deal.  Carrying a big piece of brass and two nozzles at the end of your wand or a big round piece of metal, with 6 or seven nozzles in it, all seem a bit of overkill.  I guess the belt clip idea is best of all as long as you don't keep catching it on yourself, trees, or one of those other things that always seem to find anything to hook on to.  

Besides, by the end of a long day I was tired enough.  I didn't need the extra weight of these gizmos.

But, they are out there and pretty cheap if your jobs require a lot of nozzle changing,  An alternative is to use an adjustable nozzle or dual wand.