Hi Marco,
Doing a quick search will bring up all the info you need as this has been covered a few times,
FYI,
You can usually get the fronts for $150-200 and the sides for $80-150 depending on where you buy them from. I bought nismo smoked indicators for my 34, front and sides, from www.perfectrun.jp (they also stock the clear ones)
Decent delivery time and were the cheapest i found for the Nismo indicators.
I think it cost me around $250 ish all up as i also bought other parts at the same time to save on shipping.
It's definatly a DIY job, they are a piece of cake to change.
The side indicators you simply put some pressure on from the left side (i think it was the left, if it doesnt work just try the right side) and just wedge it out, undo the plug and slot the new one in in reverse.
The fronts i would recommend removing the front bar to replace, you can do it without it, but im not keen on doing it that way, undo all of the bolts under the front bar holding on the diffuser panels.
Pull back the wheel arch plastic/mud guards and there is a bolt on either side holding the front bar up, undo those, and then undo the clips on the top of the front bar under the bonnet and it should come off no problems, then you can clearly see the wiring plug running to each indicator, un clip the plugs, and then remove the front bar completely.
Then just squeeze together the metal clips on the backs of the indicators and they should pop out, do this all in reverse to put the new ones in.
Job done!