you should replace both sides, if one has gone the other is probably not far behind... Not necessary to do all 4 corners, unless you have higher miles and just want to get it done.
I don't think brand matters all that much, unless you are going for a racing shock or something... most meet or exceed OEM quality, and more than half of them are made in the same factory and just have different labels slapped on them, Just make sure you get 1 right, and 1 left. another note, depending on how many miles you have, you might want to replace the mount that goes on top of the strut. you're in there doing the work anyways....
Is it hard to do? in my opinion no... but I've done a lot of shocks and struts... couple of things, Make sure you have the right tools first, then a week before you are going to do the work, spray all the bolts that you'll be loosening with some sort of liquid wrench, repeat the night before.
Some tools you'll need, if you don't already have them: