You have to fill in AR-11 form, which you can download from USCIS website. Send it to the address specified in the form. This form says will change your address in Dept. of Homeland security's system and not with USCIS applications.
****Very Important: Call the customer service and update your address. If you do not call, you wont get your address changed for the applications you filed. Also make sure, you tell them about the applications pending, like I 485, I 765 and all other applications. They may make a mistake in making one system and not all. So make sure, they change in all applications you have with them in pending status.
Once it is actually changed, you should get a letter from USCIS stating that you have requested for address change to your new address.
Do not leave them until you get this letter, only when you get this letter, it is for sure, they have changed your address in their system. You may call them more than once to make sure.
When I called, I did address change for my husband also, but he did not get the letter, only I got the letter and found out, they did not change for him. So make sure, you get for each individual applicant's application gets the address change.
Baski555