Hi, I just swapped mine for a wood and leather wheel and it is quite easy! I have read though that it's best to disconnect the battery and then wait 30 mins before unplugging the airbag. I filled the time by taking off the cowling behind the wheel - bit fiddly but I wanted to lock the steering wheel in the dead ahead position so that I could get the new wheel in the right position when fitted.
The clock spring can be a little fiddly too - this is the electrics for the steering wheel buttons and you need to be a bit careful about refitting this round plastic disc that sits behind the steering wheel.
Bit nerve racking plugging the air bag plug back in - just make sure that your face is not directly in front of the airbag for this bit.
Good luck and hope you like the new wheel when you fit it.
Darren