How hard would it be to install one of these myself?

Install instructions can be found for my shifter (Steeda Tri-Ax® Short Throw Shifter - GT - 05-09) here... Steeda
It's a easy job provided you have jack stands, ramps or a lift. With basic hand tools About 1 1/2 Hours.

I installed my Hurst Billet Plus 2 shifter in 1h 45m.
The only temporary head scratcher was that the shifter bolts were 3/8" and not 10mm as suggested by Hurst. Also, that 4th shifter bolt is a little tricky to get to. Also, I found it easier to get the poly bushing on the tail of the shifter first then put the bracket on and put the ties on it after - I simply couldn't do it the way Hurst suggested.

The end result is that the Hurst shifter is heads above the factory shifter! The first thing I tested was the quick 2nd to 3rd shift and there was FINALLY no binding!
The only downside, if there really is one, is that there is no 'push down to get into reverse' mechanism. Not a biggie for the most part, just takes a little getting used to.

Overall the Hurst looks badass and really gives me a whole lot more confidence in those 'spirited' runs :P

not to hard mind you I had a buddy do it tehehe

New MGW Shifter Installed Today
 

I installed a new MGW shifter in my '08 GT today. It took about 3 hrs but one hr of that was putting my car high enough on 4 jack stands to be able to get underneath. The install was pretty straight forward and exactly the way they demonstrated in their video. I have to admit I wasn't prepared for how short the swing on the lever has become and I've only adjusted it out 5 turns of a possible 9. There is significantly more engine noise than before under acceleration especially in 1st and 2nd, and I can tell the noise is being transmitted through the hard bushing on the forward mount (delrin maybe?) I was told to expect that and although I don't like it much it's no big suprise. Cruising on the highway it's still as quiet as the OEM. I think it will take me a few days to get used to it but so far so good!!

I've always heard good things about MGW

I was just researching short throws for the 6er ... PERFECT THREAD!