Thanks man. It's not all that difficult except the speedometer cable. There's like 10 Phillips head screws you loosen and you need to remove all the plastic trim pieces, including the plastic around the shifter assembly, the radio, and around the gauges, unhook all the wiring harnesses (hazards, defroster, power mirrors etc) to get it out of the way. Also you may want to unhook the negative cable on the battery too to prevent any kind of fuses popping (has happened before) but just remember to hook it back up to check how the bulbs work when you're done.
If you don't have airbags or cruise control, I suggest removing the steering wheel. It's very easy. The cover pops off, disconnect the wiring harness for the horn, and then use your spare tire wrench to take the nut off the center, then the wheel will pop off after you give it some nudging. This makes things much easier because the wheel gets in the way.
DO NOT do this if you have an airbag in there. The hardest part like Kyle said it is unhooking the speedometer cable. After that, there are 4 harnesses on the back of the cluster, with 3 main bulbs (size 194) and you twist the housing and they pull free. You can put any color you want in there as long as they are 194's. At first I had all 3 of them blue but noticed that you couldn't see the redline on the tach as well so I put a super white in the center, a Sylvania 194LL superbright. They aren't cheap, about $10 for 2, the regular ones are like $3.99. Also while you have it all apart, you can clean stuff you normally won't have access to, and check out the other bulbs, there's like 8 of them but they are small (door ajar, seatbelt, MIL, oil, battery etc.) and make sure those are all good.
Edit: I forgot, to test out the new bulbs before re-assembling you have to have the dimmer switch connected or they won't come on.
Edit again: you don't HAVE TO unhook the speedo cable, its possible to change the 3 main bulbs by feeling around back there, but space is reallyyyy right and you cant see what your doing.