How quickly should a maneuver be started when ATC gives new heading? This is going to be a no-brainer for a pilot, I am sure. I am not one, however, only an enthusiast.

Scenario is: I am flying under the directions of ATC, into a relatively busy Class-B airport and am given a change of heading by them.


  Piper N1234A, fly heading 235 ...


The radio is full of communications, and I cannot seem to be able to squeeze in to confirm receipt of heading change. I assume I would start the standard-rate turn immediately, and acknowledge as soon as possible, even if I've already completed the course change?
You are correct, you should turn to the assigned heading immediately unless you aren't sure of the instruction (was that 100 assignment a heading or a speed?).   

When ATC gives you a change, it is based on a continuously changing environment and they want you comply right away, as long as it was clear. Usually, doing the wrong thing is worse than doing nothing at all.