How to I change from Ubuntu to Xubuntu?

Sort of, there's a typo (you need install in your installation line). You also don't need to remove ubuntu-desktop and I certainly wouldn't do this until you're happy with what you've got. Here's what I would do:

1. Install Xubuntu task

   sudo apt-get install xubuntu-desktop^
   

2. Log out, log back in, selecting Xubuntu/Xfce as my interface

3. Chill out for a few days. See that things still work. There will be too many applications (eg there will be both GNOME's and Xfce's default applications available but you want to make sure you'll have everything you need when you remove GNOME/Unity/Whatever.

4. Clean up.

   sudo apt-get remove ubuntu-desktop
   sudo apt-get autoremove # removes dependencies of ubuntu-desktop
   

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Note: we need to install Xubuntu task (xubuntu-desktop^) to avoid bug 1754872 with meta-package.