I did mine for the first time last weekend. The only problem I had was that the rotors were frozen on the hubs due to rust. I used LOTS of PB Blaster and a big mallet to get them off.

Stupidly, I tried banging the first rotor off from the inside (the wheelwell) towards the outside -- it seemed logical to hit it in the direction it comes off. In addition to being awkward there is very little space to get a good swing of the mallet in. An hour later when this had gotten me nowhere I tried smacking it from the front and within a few minutes it popped right off. All the others came off after about 5 minutes of some serious wailing on them from the front. Beating them off probably isn't too good for the wheel bearings but...

Also, on the rears, look at the emergency brake assembly after you get the old rotor off. There was a big "lip" of rust in the drum and when I pulled the rotor off one of the brake pads was dislodged from the thin metal guides/clips and had to be put back in.

Hope this helps a little.