I did this recently and it was a pretty straightforward job. DON'T buy the replacement light set off of Ebay cuz they "browned out" within days so I ended up going to Autozone and buying them for about the same price.

I suggest changing all four of the main lights and the small one behind the clock (since that one's on more than the warning light bulbs). I don't think it's worth changing out the warning light bulbs since they only come on when you start the engine or when something's wrong.

Be careful when you replace the dash, I cracked the hard plastic near the windshield when I pushed a bit too hard when sliding the dash pad into place.