If you're speaking of the ones that mount on the outside of the window, they aren't terribly difficult. Much easier if the window isn't mounted in the door. If the window is still in place, it's more complicated but still doable. There's a thread here somewhere explaining different methods, but basically the trick that worked for me was to make a hook-shaped tool to pull the clips into position.
Like others, I made a metal "U" shaped piece to install the originals, which I spread slightly more open with a tapered chisel. I Imagine the original installers had a "Vise" grip set of pliers made with this shape welded on the end, similar to the ones you see for edging body panels