I want to change my 9-42 strings to 9-46. Do I have to do anything to the bridge or nut, or do I just put the new gauges on and adjust the springs?
You may only have to tighten your springs just a small bit, maybe not at all. I've gone back and forth between 42's and 46's and never had any issues.
Block the bridge at perfectly level, change the strings and tune the guitar to desired pitch, remove the block and adjust the trem claw until the guitar is back in tune - done.

Do not make the mistake of trying to tune and adjust the bridge with it floating. It will take hours to get it to balance.
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Last edited by HomerSGR at Dec 22, 2014,
Also, the nut should be fine. Manufacturers anticipate string gauge changes and give a little leeway in the nut slot width. It's only when you go for like 50-60 you may need to file it down, which may be a problem if it's a locking nut.