I got mine at the local parts store for $30 over the winter. I think someone said the GM part is like $90.
It's not really hard, it's just sort of a pain since you have to take all the underdash trim off. My ECM fell down as soon as I took the screw out, but it didn't want to go back up no matter what I did. I'd definitely say it falls under "annoying" rather than "hard"...
If yours is leaking, you've probably got like a gallon of antifreeze under your carpet. That isn't good for the floorboards, obviously. When you do it, pull the carpet back as much as you can (or even out completely) and soak up all the leaked coolant.