Thanks, everybody. I feed hay also, and have started feeding vegis and sunflower heads/stems. Since I have the option, I'll go ahead and mix the pellets just to be safe. OtterSatin, I always rotate feed as you do, using oldest first. This rule applies to food in our own pantry and freezer as well.
It is nice to know that in a pinch I would be pretty safe with a direct switch of pellet brands. Akane, the tip about feeding oatmeal and hay for a few days is a good one.
Also, contrary to common wisdom, switching dog and cat food frequently can actually be a good thing as it offers a wider variety of nutrients and also can prevent the development of allergies to a certain ingredient since allergies develop after long exposure. Our dogs always get our leftovers mixed in with their kibble to provide variety. They do not beg at the table, but once everyone has finished eating if we sit there too long, my JRT will come and put his paws on my lap, telling me to get on with it and fill their bowls!