wrapped mine in gloss black 3m scotchprint. £20 or so from ebay.
I really like the gloss black, but seeing some various pics around the forum im liking other options too (carbon fiber, brushed metals, etc).
Very easy to do, just takes a bit of time if you're a perfectionist.
like makkan said most trickiest bit is the ash tray and the silver strip.
i didnt really find the need to use a hair dryer but it does help to soften the vinyl.
best thing to do is, take off one of the door-card trims (10 sec job) and have a go at that.