Just installed the Ohlins over the weekend. I have to adjust height/dampening, but they feel so much better than what I had. Both front and rear feel planted and over rough roads, I could not get them to unsettle.
For the rear install, I unbolted the damper while installed using a 5mm allen key to keep the shaft from spinning and the 14mm wrench for the locknut. After removing the damper locknut, all I had to do was unbolt the 17mm bolt at the bottom of the damper and I could remove the unassembled damper body through the bottom and the springs separately. This really helped when installing: hold the new spring against the mount then raise the damper through the hole at the top of the mount (I had to do this laying on the ground to see the hold and it took a few tries to get it through). Then I bolted the damper and then screwed in the locknut after finishing assembly. Using a wingnut instead of the regular locknut would probably have made this part much easier since the space is tight (Brian mentioned something like this in earlier in the thread).
I've never installed coilovers before and am a novice mechanic at best, but if you have patience and basic tools, you can do this yourself and save tons of money. Can't wait to take them on the track!