I just did mine this past weekend. It was my first time to do them, and it really was pretty easy. You'll need a T-45 torx bit to take off the calipers. Here's what I did:
1. Jack up the car; Remove wheel (use jack stands if you have them for safty reasons - I didn't use any).
2. On the back of the caliper, you'll find 2 rubber tube like things sticking off of it. There's actually a plastic cap on the end of those little tubes, and that's where the torx bit goes (T-45 bit on my 2002 ZX3). It took me a while to figure out that there were caps over those, so take off the caps with your fingers, and you'll see what I'm talking about.
3. After you remove those bolts with the T-45, you'll need to seperate the brake pads with something. I used some needlenose plyers to spread mine apart.
4. Then I used the needlenose plyers to pull the clips up on the front brake pad to loosen them. Then I pulled the caliper out (leaving the brake hose attached so I don't have to bleed them). I just rested the caliper on top of the rotor for now. The front pads slide right out, and the back pads pop out of the piston - just pull on them (look at your new pads to see how they clip in there).
5. Replace the back pad (just snaps right in), and slide the new front pad into the caliper (do not adjust the wire clip yet).
6. Remove the rotors (mine were stuck on pretty good, but I used a rubber mallet to tap on the back of them to loosen them off). They slide right off; just put the new ones on.
7. Now you will probably need to push on the back pads to move the pistons back. That allows you make room for the new rotors to squeeze between the new, thicker pads. I just held the caliper with both hands and used both thumbs to push on the back pad - the piston will move back very slowly.
8. Replace the caliper over the rotors, and line up the bolts on the back.
9. Tighten up those T-45 bolts and replace the plastic caps.
10. Using the needlenose plyers, move the front pad wire clip around the caliper to hold it in place. Replace the wheel, let the car down, and get inside to mash on the brake pedal a few times to build up pressure.
Hope that helps. Let me know if you have any other questions.