Can be quite a tricky first time job - radio out, heater control sliders and panel off, remove dash blanks and switches, including headlight switch.
If I recall correctly, there is a screw in under the headlight switch, a screw under one of the switch blanks, one at the top of the radio opening, and two on the heater controls.
Remove the two screws holding the clocks in place then remove the lower dash tray on the driver's side for better access - it makes it easier for you to disconnect the clocks (you usually need to take the clocks out to change all the bulbs out, but you *may* get away with not having to disconnect the speedo cable if the MFA bulb doen't need changing.
Otherwise, disconnect the plug from under where the driver's tray was, then reach behind the clocks to disconnect the vacuum pipe. Finally, tackle the speedo cable. It's a push-clip which you need to release. I twist it and line it up so the clip is on the right hand side, then reach through the lower dash with my right hand, and round the back of the left hand side of the clocks with my left hand, and squeeze the clip with fingers from each hand. This is by far the worst bit of the job, especially if the cable is a little stiff.
The clocks should then slide out over the steering wheel. There are 3 bulbs - one on the MFA, one at the top of the speedo and one at the top of the rev counter.
Twist the bulbs to remove - sometimes they are a bit stiff, so a set of grips/pliers may be handy.
Refitting is the rreverse of removal as Hayne's says... just make sure you put the right screws back in the right places as some are different sizes. Oh, and whatever you do, make sure that ecverything in the dash works before you put it all back together.
As you may be able to tell, I've done this a zillion times...