Techniques vary with how much body damage you're willing to take. :-)

Seriously though, unless you're getting off at an exit, changing lanes isn't going to really help you much (and don't become one of those lane hopping jerks). And if you really must, wait for a gap (one will eventually appear), toss on your indicator and nose over. No reason for anxiety, just the cost of driving in NJ.

If it makes you feel better, we're not even in the top ten traffic-congestion-wise.