Couplers are the easiest way to attach varying piping tips to the same bag of icing.
To use, place the large portion of the coupler into your piping bag and cut the bag tip to meet the first visible thread of the coupler. Put a tip over the end of the coupler. Use the cap to secure all pieces together.
When you are ready to change tips just unscrew the cap, place a different tip in place, then use the coupler outer ring to secure the tip to the bag and the inner coupler.