In theory changing calipers on most cars is quite straightforward, on a par to most bike maintenance work (especially if you're replacing pads at the same time, as is usually sensible.)
The only real problems arise with stuff that's rusted solid, and you should be careful not to strain or kink the brake lines.
Some manufacturers specify new caliper mounting bolts each time, though most garages probably ignore that I suspect (including main dealers, by their own admission to me)
Get some decent instructions (often good howtos on the web, probably better than Haynes), make sure you have all the tools and bits you need before you start and take it steadily... you should be fine. Bleeding them afterwards is much better done with an assistant, I've never found the DIY grade pressure bleeders much good, a length of clear plastic tube and someone to press and hold the pedal on request is all you need.