Heat shield will be by far the biggest PITA of the whole job. The manifold to turbo and turbo to downpipe bolts aren't bad at all, just make sure you disconnect the downpipe from cat back and push it as far out of the way as you can so you have room to work. If you don't it'll be a pain to get a torque wrench in there to make sure you hit the right spec and don't strip anything. The rest is pretty straightforward. Won't go perfectly as these things never do, but it's really not hard to do.
Make sure you have a head to manifold gasket and a new fire ring. Easiest way is to pull the turbo and manifold still connected, swap the new turbo onto the manifold, then drop both back in together. Make sure head studs are torqued properly before dropping back in.