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First time, probalby about 4 hours. They aren't too bad. Install here.
This guy does everything fast - I was just reading his rear end swap post. He must be very mechanically inclined. It takes me forever to do this stuff but that's partly because I'm so **** bout my car (but mostly because I'm a computer programmer by day and a crappy mechanic by night). That was a great write up Cajundude.
If I could clarify anything from my experience, I would say that the driver's side goes in easily if you rotate the header 90 degrees so the collector is pointing straight down to the ground and they will slide right in and you can then rotate them back to their normal position. I messed with mine along time trying to put them straight up in there before I tried (on a whim) this way. And on the pasenger side, I put mine in from the top but only took the coil packs off - not the valve cover. When you try to slide it down, it will hit on things but if you turn it while sliding it will get down in there pretty easily. I have done this side twice using the same method since I just recently trashed the passenger side header showing off and had to replace it.
The thing I remember about my original install was that I had the entire exhaust and manifolds off in no time. It seems like I spent the most time getting the car up in the air high enough in my garage and in getting those O2 sensor wires positioned up and out of the way and exactly where I wanted them. Make double sure that the wires on the passenger side under the headers are not touching. You can't see this from the top - you have to check it from the bottom. I almost fried one of mine and one of my buddies did fry theirs in this same place.
Take your time and no matter how difficult it is, you will be glad you did and forget all of that when you fire it up the first time and drive it off.