I recently installed Arch with i3 on a Virtual machine. I now want to try other Window Managers like Worm, Sway, etc. Can I install another Window Manager along with i3? Would it show up in lightdm greeter? What is the best practice for this?
Yes.
Yes, in most cases installing them will have them show up there. Keep in mind, installing a WM isn’t like installing a community edition. In most cases, you are literally going to get a WM and nothing else.
The best practice is not to do it. Of course, many people do so feel free. 
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What I forgot to ask is the best practice to change WMs. Should I install the second one, remove the first and then reboot directly to the second one?
There is generally no reason you can’t have multiple WM’s installed at the same time.
But it depends what you are trying to accomplish.
For example, if you are using a similar setup with all your WM’s and just want to swap out the WMs, that is easy.
Where is gets a little more tricky is when you have different setups with each WM. Then you need to be a little more thoughtful as how you get certain things to start with each WM and not the other one if you are switching back and forth.
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For true best performance, you shouldn’t cross streams. However, some research about which use GTK/QT and such will help you keep from creating a true mess, though higher memory usage and some unpredictability may come from interactions.
Just remember that when you settle on one, it’s best to reinstall fresh with that one. That will give you a cleaner environment than a little of this, a little of that, and oh…some of that over there.
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i have installed dkwm openbox i3wm dwm bspwm on my ssd not i vm
i have not had any problems with it
have all my config files in each wm folder
example for my openbox all the config file are in openbox folder
the same I have with dkwm i3wm bspwm dwm
for as @dalto says it will be a mess in the end
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Another vote of confidence of multi WM on an install.
I have a base XFCE installation of EOS, then added these WMs:
Awesome
dwm (have two builds)
herbstluftwm
i3 (from AUR it installs 2 options)
leftwm
spectrwm (my favorite)
wmderland
worm
No issues with any crosses. However, only XFCE has a DE - the other options are pure WMs without any DE baggage.
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To clarify this to OP, having multiple DE isn’t recommended, but multiple WMs don’t pose any issue if you can sort out their configs in such a way that they don’t conflict.
For example, if you’re installing both i3 and bspwm and want to use polybar on them, make sure you either
- use same polybar config (and invocation command) for both (i.e. essentially sharing config), or
- if you want separate configs for both, make different files and use the right path with
-cflag while invoking polybar in respective wm configs
Of course, this is only one example, and you may not be using polybar either. Don’t clone a git repo and blindly run its “install script” without knowing what all files it’ll replace.
Many users mess up their configs when they run install scripts, and it replaces half their config, breaking stuff. Next thing you know, they log in to a blank screen.
For me, I have Xfce, i3wm and dwm on my home pc (for some time had bspwm too), and nothing has ever gone wrong for me.
i have Qtile, worm and Gnome. Though never intended to have Gnome, i was forced to install Gnome because i was not able to login after i installed/updated some package.
If your idea is to try and just stick to one WM in the long run, you can try Antix or Mephis Linux (cant remember which one) allows you to try multiple WM just from USB.
Once decided you can install one WMs through EOS.
I think many will answer this question, just as it is not recommended to install multiple desktop environments in parallel, so it is not recommended to install multiple window managers at the same time.
Especially for radically different DEs, e.g., KDE and Gnome, it’s crucial to use a different user for different DE.
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The important thing. 
I also have Xfce plus other WMs.
I’m impressed you are able to manage all those config files 
A window manager like spectrwm, leftwm, awesome, xmonad, herbstluftwm, i3, etc with config files of baractions.sh, config.toml, rc.lua, xmonad.hs, etc and support from xmobar and/or polybar/lemonbar/etc with their own configs, is nothing more than any other application with it’s config. That’s all. Nothing major.
dwm excepted, as it is just another build with a config change.
Once you get a window manager the way you like it, the config doesn’t really require a lot of day to day edit/maintenance.
XFCE plays rather nicely, as I can still launch XFCE applications from within a window manager. I’m currently using xfce4-terminal and xfce4-appfinder (as a launcher, although dmenu is fine in many window manager).
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