The only tricky thing about it is the trim.
The seals are fairly strightforward, although windshield work is definitely best left to the professionals. The main issue to debate is whether to install the trim clip system as is standard on your car, or go a different route. 99% of windshield guys who are not bmw guys, are going to look at those clips and say WTF!!
Personally, I think the trim clip system sucks, and I bet 90% of the problems that come as a result of installing a new windshield are as a result of improper clip installation.
The way I went, on the advice of my window guy (with much experience on e34's- he subcontracts to one of our major dealers and supplies all the local indies), was to install the windshield normally, without the clip retainers under the glass (potentially messing up the seating and seal), and then use a special double sided foam tape to install the trim. The tape is a specialty product in the windshield industry, and is pretty common, made by 3M. It is *very* strong, and keeps the trim on very, very tight and flush. It attaches to the glass on the bottom, and the trim piece on the other. Additionally, it gives one more airtight barrier, which eliminates airflow under the trim- the cause of most of the problems.
Better yet, if you want to take the trim off and reinstall it without breaking it, you just use a razor blade to free it, and a solvent to reprime it, new tape, and voila.