rears are simple, once the shock is off just tilt the axle and it will fall out, fronts i would suggest doing a search.... alot of people use different methods, and since i didnt change them personally i would rather someone speak from experience
I just put a set of Monroe Sensatrac's on the rear. They work out pretty nice on a budget. The only problem I had was busting the bottom nut loose. I had to jump on my lugwrench. It's a pretty straight forward job though.
I totally agree with arista on the front shock removal. Break off the stud. Socket on a long extension, vice grips, anything. Just don't count on ever using the old ones again. Put heavy grease on the new ones and you might get lucky next time. Usually you are resigned to hacking them off. BTDT recently!