Pretty much, if you're in the middle of some other action or emote, the costume changes won't emote. Just hit the escape key and then do your costume change. That will stop you from doing whatever action you are doing (including just standing there in attack posture), so that the costume change emote will work.
The emotes menu is opened using the apostrophe key ['] which also had the double quote on it. Then hit the hot key that is bolded on the chat menu to open the sub-menus and activate the emote.
And yes, you are correct that the costume change emotes do not work in combat stance. Hit escape, or start your macro/bind with /em none to clear it before hitting the costume emote.
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"Chew Electric Death, Snarling Cur!"
Those are the emote quick keys.
Hitting ' brings up the emote quick menu, then you can select from the available categories with a single letter (like O for Other) and then select an emote on that list with another single letter. This allows the quick use of emotes once you get used to the keys.
'ob = Other > Bow
'of = Other > Fancy Bow
'bh = Boombox > Heavy Dude
'ca = Combat > ATTACK!
'ev = Emotions > Victory
'ew = Emotions > Winner
I use the emote quick keys quite often myself.
Note that for some reason both Interact and sit use the bolded i, but 'i gets you to the Interact submenu, you have to mouseclick on the sit menu to get to the sitting position emotes.
Presumably this could be fixed by making sure that the fairly small list of bolded letters doesn't contain any duplicates. 
If we are to die, let us die like men. -- Patrick Cleburne
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The rule is that they must be loved. --Jayne Fynes-Clinton, Death of an Abandoned Dog
Customizing the Quick Chat Menu
http://wiki.cohtitan.com/wiki/Cce_(S...nds_and_Macros
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Thanks for the info everyone.
(Sometimes, I wish there could be a Dev thumbs up button for quality posts, because you pretty much nailed it.) -- Ghost Falcon
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Customizing the Quick Chat Menu
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Wow, now that is awesomeness! 
Ty Zombie_Man and Fleeting Whisper.
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"Chew Electric Death, Snarling Cur!"
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Customizing the Quick Chat Menu
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Wow, now that is awesomeness!
Ty Zombie_Man and Fleeting Whisper.
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AWSOME. Learn something new every day. Can't wait to get home to play with this one :-)
OK, while playing this weekend, my fingers hit some weird combination of keys at the bottom left corner of the key board, as well as possibly a mouse button, and two small menus with emotes listed on them popped up near my chat window. I don't recall what I was trying to do at the time, and I have no idea what combination of keys I hit, but does anyone know how to do this on purpose?
And a side question: the costume change emotes don't work if you are a weapon user and you have your weapon drawn, correct?
(Sometimes, I wish there could be a Dev thumbs up button for quality posts, because you pretty much nailed it.) -- Ghost Falcon