My method is to create a new AdWordsUser instance for that user. AdWordsUser has a constructor that takes a dictionary with key-value pairs - the values in that dictionary will override the values in app.config.
For instance:
MyUser = new AdWordsUser(new Dictionary<string, string>
{
{ "ClientCustomerId", MyCustomerId }
});
Note: You can also pass other key-values pairs of setting you want to override. For instance,if you have batch-program working every night or so, you way also want to pass a RefreshToken so your program does not have to deal with logging in.
This is my preferred way. I know another way: after creating a service using your AdWordsUser, you can change its CientCustomerId. I can't remember now where, but some debugging will reveal where every service stores its ClientCustomerId. However, I don't know how to proceed with reports.
Hope this helps.