Most of them just pop out & back in pretty easily with a small screwdriver or pick, like JoshH said. But the last one I did was a real PITA. The wire connectors for the switches weren't fixed in the wheel. And the lock tabs didn't want to let go of the old switches either. Fought it for a little bit, eventually cussed enough that the old switches came out.
Then I couldn't get the new switches to plug into the harness connectors, because they were just flopping around loose inside the steering wheel. Ended up having to remove the steering wheel to get enough slack from the harness to plug the switches into the harness, then push the switches into the wheel. Then put it all back together.....
5 minute job took over an hour.