If you are replacing all of the brake components (pads, calipers, rotors), then you will need a socket set, a c-clamp, probably a cheater pipe or a big hammer, brake fluid, and a buddy. Brakes are pretty straight-forward.
To just replace the pads, all you have to do is remove the two slider bolts that secure the caliper to the mounting bracket. Pull the old pads out of the caliper, being mindful of the anti-squeal and anti-rattle spring locations. Then take the c-clamp and use it to push the pistons back into the calipers. Take the anti-rattle/squeal springs off of the old pads and put them on the new pads. Put the new pads into the caliper. Put the caliper back on and bolt it up. As others have said, it is a good idea to grease the slider bolts. Simple!
If your old calipers are not leaking or binding, then I would not bother replacing them until they are. If it ain't broke, don't fix it!

If you do notice some leaking or if one of the calipers is hanging up a bit, replacing them is simple.
Do the above steps, only when you have the caliper off disconnect the brake fluid line that goes to it. Swap the old caliper out for a new one. Reconnect the brake line tightly. There will be a bleeder valve on the caliper...it will look like a small nut with kind of a nipple (mmmm...nipples) on it. Open the valve, and have your buddy depress the brake pedal to the floor. Brake fluid shoud shoot out. Close the valve BEFORE YOUR BUDDY RELEASES THE PEDAL! This will eliminate all of the air from the system. Be mindful of the amount of brake fluid in the brake reservoir...you do not want to run it out! Do this until there are no longer bubbles in the brake fluid that is coming out of the caliper. Then tighten the valve securely. Caliper changed!
The rotors are easy too. When you have the caliper off, remove the bracket that attaches the caliper to the strut. These bolts will be TIGHT...I actually broke a perfectly good ratchet taking mine off. Use the hammer or the cheater pipe. Once the bracket is off, the rotor will just come off of the hub with little drama. IF it gets stuck, smack it off with the hammer. Good luck! Regards, Aaron