If you attempt it yourself, disconnect the battery and wait 30 minutes (thats a safe waiting time for most cars worldwide as far as airbag disconnection goes) before you remove the airbag loom connectors).
Bear in mind you may need a steering wheel puller in order to get the wheel on if its pressed tightly on the shaft (sometimes you can pull them off by hand, other times you need a puller)
But other than that i would assume no real dramas, I'll be attempting to get my wheel off soon in order to add audio controls to it. How much is the leather wheel costing?