In my humblest of opinions, swapping pickups in a guitar is one of the easiest and most effective ways a user can fine tune an instruments tonal response. The choices on the market these days is certainly enormous and even with the plethora information available from manufactures and users on the internet buying a set of pickups often feels like a shot in the dark. Well before you lay down your money for a new set of pickups, I implore you to ask yourself a few honest questions.
First and foremost, do you have a grasp on how the electronics in a guitar work? Can you draw out a simple wiring diagram? If not, that doesn't mean you shouldn't try it as you'll never learn if you never try. However, I would strongly advise educating yourself before removing a single screw from your guitar. Why? so when your first wiring job doesn't work as you expected it to, you can trouble shoot your work and figure out why. My first job was a rewire of a Fender Telecaster substituting a strat single coil into the neck position. I wired it up and excitedly restrung the guitar and...silence. Even with a wiring diagram, it took me three attempts to get it right. Several great resources include books by guitar repair guru Dan Erlewine and GuitarNuts.com
Secondly, don't underestimate the job at hand. So you've done a few jobs and know your way around a guitar's guts...but did you anticipate those boutique second hand pickups you scored on ebay would have leads too short for your guitar? Or perhaps replacing a pickup on an Epiphone and surprised to find a little circuit boards attached to the volume pots? Rewiring a semi hollow and forgot to tie strings to your pots and can't figure out how to get them back into the guitar? Always plan out your job, you might even go as far as creating a tool list and steps including printing out a custom wiring diagram. Which leads to...
Make sure you have the right tools for the job. Different size screwdrivers, wire cutters, strippers, desolder braid, a proper wattage soldering iron, and quite a few other items beyond the scope of this article. You might be able to get by with generic household toolbox stuff, but it can easily end in disastrous results. I was using a flat head jewelry screwdriver once to remove a humbucker pickup ring which was mounted with Phillips head screws and the screwdriver slipped gouging the guitar's top. Ouch!
Finally, have a dedicated place to work on your guitar. That doesn't mean you have to have a full blown work bench that only serves guitar tech duty, but don't just throw it on the floor. Having a work area to complete a job ensures any slip ups such as a dropped soldering iron don't end up in burning the carpet or gouging the dinning room table.
So if after reading all that, you're still salivating at plugging up the soldering iron, then welcome to the club and good luck in your adventures!