Swap it out for what? Do you have chrome, and want flat...black or some color? (just curious).
Actually doing it is pretty simple. Remove the mufflers, then loosen the mid pipe and the headers. Sort of 'jiggle' everything loose at once. Installation is the opposite- start with the headers and add parts toward the back. Keep everything loose until it's all together then slowly tighten up the fittings so you don't put undue pressure on any given pipe or joint.
I don't know where the lambda sensors are, but pay attention that you don't damage them. They should unplug from the harness pretty easily, so just chase the wires back. Or unscrew them. Either way works.
Yes, you should probably replace the two manifold gaskets in the head. There are no other gaskets to replace- it is just piping.
No special tools- some wrenches is all you need. You might get some antisieze for when you reassemble.
After running it a bit, you should retorque the manifold gasket.