The Shulchan Aruch (OC 262:2) paskens that a person should try to have special clothing just for Shabbos. The Mishna Brura (5) brings from the Arizal that one should not wear clothing on Shabbos that he wore during the week. The Magen Avrohom brings this the other way, saying that a person should not wear during the week, clothing that he wore on Shabbos. Either way this implies that on Motza'ei Shabbos which is no longer Shabbos and is now weekday, one should take off his Shabbos clothes and change into weekday clothes.
The Mishna Brura (8) further says that Shabbos clothing should be worn until after Havdala. This could imply that one should change immediately after Havdala. The Mishna Achrona says that it is possible that even according to the Mishna Brura it is not clear that he holds that one must change clothing immediately after Havdala and it is possible that he is making the point that he must keep it on until after Havdala.
The Misha Achrona brings from the Kaf HaChaim that since the Neshama Yeseira doe not fully depart until after Seudas Melava Malka one should keep their Shabbos clothing on until then. He also brings that the Trumas HaDeshen would keep his Shabbos clothing on until he went to sleep, not changing into weekday clothing at all.
Important Note: We bring this tshuvah as a starting point for discussion and not to convey any halacha. We try to convey the Tshuva to the best of our ability. We admit that our understanding may not be accurate. One should learn the tshuva to verify the accuracy of our interpretation. Please understand that this Tshuva may not be the final word on this topic. One should consult a Rav before drawing any conclusions.