I went to change my region today, per the email SE sent out earlier in the week, and it took me a few steps to get there, so I figured I would post a how-to for everyone.
First, go to the following URL to see the information on region select:
Once you are on that page, in the upper right is a link that says "Member Login." Click that and log in.
You will now be logged into the Square Enix Members site. Again, in the upper right corner, there is a box with links. Click on "Account Center."
You are now on the page to edit your member settings. On the left hand side is a box that says "SQUARE ENIX Account Management System." Click this, and you will finally be taken to the page to select your region. I will attempt a direct link to the page below, but I don't know if it will work.
Hopefully this makes it a little simpler for people to figure out. =)