It's a lot of work. My buddy just did his last week. He's done several including mine years ago. You have to tighten 3 bolts way down inside. It's a bitch to do but if you are patient you can do it.
I just did this last week using the video that TireFryer linked. It is well done and can get you through everything you need. I went to NAPA and they had all 3 custom tools you need (get their brand). Expect to have to go forward and backwards a couple of times.
Remember to disconnect the battery before doing this.
When I got into this and weeks after being deep inside, I wish I would have gone ahead and removed the entire shaft and sent it off to the steering wheel shaft people who only do these for a living. The guy via phone was very professional and after spending many frustrating hours working on it, the $200 or so would have been worth it to have it gone over and taken care of. Steering Column Parts, Replacement, & How to Instructions