Easy to switch out. Jack up and support the front end, remove the tire. Remove top and bottom bolts. Might take some wiggling to get it out and get the new one in.
You don't need to change out the bump stops - it is a preference thing and generally only changed after leveling the front end through cranking the torsion bars. Some people change to the Trail Duty +1/2" bump stops, some don't. The bump stops help eliminate nose dive on braking but (in my opinion) they lead to a significantly firmer ride as they do not have the same dampening quality as the OEM bump stops.
I'll be changing shocks in a week or so two. My OEMs are both leaking up front. Not sure if I'm going back to Bilsteins (I had issues with them too), OEMs or a third one. I think I'm likely to try the Bilsteins again.