I install autoglass for a living, my advice to you is spend the extra money and have a local installer take care of you. If you have the ability to watch, i recommend doing so for future reference. Also, make sure that whoever does so primes all scratches they make, failure to do so will result in rust.
Actually, I DO recommend this as well if you're looking for a standard windshield replacement. Places like Safelite as well as smaller independent shops do a great job at a reasonable price.
If you have a shop really close though, I might recommend YOU remove your old windshield so you can thoroughly inspect the frame (and clean, paint or repair as needed) if you're planning on reusing your original frame. Most shops won't do frame repairs. Some might do the install and not say anything, then you're stuck with a frame still rotting under the adhesive & gaskets... or they'll get the windshield out and then see damage and say you gotta get this fixed first.
I did my own install because I went with a non-standard windshield and don't think any glass shop would have installed it for me. I went with a polycarbonate windshield from PolyShield because I was sick of constantly having the windshield replaced (4 "normal" windshields in a little over 2 1/2 years).
The Monday following my install I was driving to work and out of the corner of my eye I see this huge rock at least the size of a baseball flying towards me then BANG, slams the windshield about 2" down from the frame on the passenger side... left a couple nicks and that was it. The following weekend I got the buffer out and went to work on it... buffed most of the mark out except for one tiny nick that's not even visible unless you're looking straight at it. Now if that was a normal windshield, I would've been replacing it AGAIN rather than spending 30 min with the buffer and the nickel-oxide gel. been almost 2 years now and still going good on the polycarbonate.
anyway, for a regular windshield, yes a shop is the best way to go... but it's not a horrible experience to do on your own if you take your time.