Depending on the bulb, some are more difficult than others. Still not VERY hard but still.... for my car the hardest ones to change are the headlights... well maybe the corners cause that has to have the housing "jimmied" back in....it's weird.
The headlights have a shield/bracket that needs to be twisted to get the bulbs out... my old 96... I don't think they were ever changed. So it was difficult to turn them.
Others are super easy... take out one screw, pull the bulb straight out and put in a new one. some have a 1/4 turn twist to them. But those are super easy.