Yes! Absolutely! Wait until it quits printing before you change a cartridge. I almost always have to change in the middle of a print, and I've never been able to see afterward on the dried print where the cartridge change took place.
I generally order replacements for the two or three lowest cartridges whenever one gets down to 2%, and I get lots of prints still when the lowest says 1%.
On my old 2200, which had tiny cartridges, a couple of times I ran out on a Saturday evening after the local stores were closed and had to wait until Monday before I got replacements. On that printer I eventually started keeping two complete sets of cartridges on hand. The 3800 is much better about drinking ink, but I do keep spares of the two or three lowest at all times.
IMHO, the 2% flashing warning simply means "order a replacement now, as you'll need one fairly soon."
Eric