dead easy. take the square plastic plastic trim off as well as the side light and indicator, then there are a couple of screws to undo and you can twist the headlight off. you can change just the bulb or the whole assembly. if you've got a rubbery collar that protects the wiring at the back then it's worth putting a bit of lube on to keep the water out.
I changed mine for halogens a couple of weeks ago. I know it's a bit less traditional looking but they make a feck of a difference driving along country roads