Here is ETIQUETTE VIGNETTE NUMBER ONE - For the opening leader (ref Law 41: A):

     a. Place your chosen lead on the table face down. Can you change your mind?  YES, as long as 1) it remains “unfaced” and 2) no irregularity has occurred by this lead, such as “opening lead out of turn”.  In such a case, only after instructions from the director can the card be withdrawn.  

     b. Not in this law, yet a great idea, is for the opening leader to ask, “Questions?”  prior to facing the card. Direct this question to your partner; not the opponents who are not responsible for informing you that it is not your lead.  Your partner is.  Opponents can gain an advantage which you may not want should the wrong player face the opening lead.  This simple practice may totally avoid the irregularity of an “opening lead out of turn”.

    c. With no questions (that is, partner does not inform you that it is not your lead), face the lead and play continues with dummy now exposed his/her cards. 

In short: a) face down; b) ask; c) face up