Thanks for the kind words.
Deano has covered most of the points, but here's my spin on things.
1 ) Airbags contain a small explosive charge and therefore should be treated with respect, this is the reason for the disconnect battery (i normally wait 15 minutes), to remove any residual current from the system and also the safety tips on my site - never place air bag pad down (if it goes off it'll fly across the room) likewise never put anything on top of the pad (they will become projectiles if it goes off). In reality the airbag is very safe, indeed i have seen airbags and pre-tensioners swapped 'live' in a couple of garages, but the above safety advice is good common sense and i personally always follow it.
2 ) You shouldn't need to replace anything - there is a case for replacing the 19mm central nut as it has a plastic locking ring that is threaded when the nut is first put on, but i personally feel that given the amount of thread on the bolt and the fact the wheel sits on a spline it isn't necessary (indeed i am still on my original nut and my wheel has been on and off 8 or 9 times now with no undue effects).
3 ) It should be, but i have no idea what the correct torque is and indeed have never done so on my F. In reality the amount of torque you can put on the nut is limited by how firmly you can grip the steering wheel with one hand - as you turn the ratchet the wheel will want to turn rather than the nut. So, my advice to you is to grip the wheel firmly and then do it up as tight as you can (which will be about 75% of the normal max torque you can normally put on a nut).
4 ) Radio code is spot on Deano. Also, i normally put a short plank of wood on top of the battery and then rest the wires on this - it stops them coming into contact with anything metal by accident. You will also need to reset your clock, it will have lost some time while you are doing the job.
The main ones though are to park the car with the road wheels straight and the steering wheel dead upright and fit the new one in exactly
the same position. The splines are quite small and it is very easy to get the wheel one notch left or right of vertical, resulting in the wheel being off centre when you are driving straight (very annoying).
Also, be careful with the rotary coupler. This is the yellow circular ring behind the wheel that the wiring goes into. It is a donut with a (hidden) long tape inside it and when the road wheels are straight the tape should be half spooled onto the donut and half off - this gives you full rotation left (spooled on fully) and full rotation right (spooled off fully). It will move when you take the wheel off, but try to keep it in position (you can tape it to keep it in position, but when doing a wheel swap it is exposed for such a short amount of time it would be difficult to move it out of position too far i reckon). If you do loose the position of the rotary coupler, you just need to centralise it again, here's how:
Wind the coupler fully in one direction. Then unwind it slowly, counting revolutions as you go. Halve the revolutions and then wind it back this many turns. There is a little bit of slack on the tape, so exactly half will be close, but not 100% spot on to mate with the wheel - rotate the coupler the shortest distance to line the wiring up with the hole in the steering wheel.
It is important to get this right, if not the first time you apply full lock the tape will tear and the coupler will need replacing. Replacing the coupler isn't too expensive, but it requires the wheel to be removed (and the steering collumn cowl) so you will have to go through the whole process again.
On the whole it is a pretty easy job to do, i know i have written a lot, but in practice it is very simple and well within the means of just about any amateur DIY grease monkey.
Hope this helps.