Haven't had the need to change mine yet (and won't for quite some time). If you're gonna do this yourself, make sure you use a little anti-seize compound on the threads of the new plugs so that they break loose easier next time around. Personally, I would rather pay the dealer to change 'em. It might be pricey that way, but any plug/coil pack/engine head issues would then be their responsibility, not mine.

I've cross-threaded a couple of plugs in my lifetime. Trust me, aluminum heads and cross-threaded plugs are an exceedingly ugly combination!