Have them open when you take the shot!! J/K
I would have to agree that the best thing to do is copy another pair of eyes (from the same person) and place them in the proper position using a lowered opacity and transforming the new eyes to fit the old face.
Try to find a matching set taken from the same direction and lighting, this will help you.
Eyes that are "painted" in stand out from a mile away and should be avoided if at all possible.
Just hope you can get eyes from another picture. If you cant, shoot your own eyes (or a friends) and use them, transform them to fit the face, and be sure and change the color!
HTH
Paul