Parts you'll need:
HUD display and trim piece
main control unit
wiring from HUD to main control unit
main harness going into the center of the control unit
brown 7 wire harness going out of side of control unit (6 white wires, 1 black wire)
Getting the parts:
I got my parts from a local junkyard all for about $60. If you tried to get it from a dealer, I'm sure it would be several hundred dollars at least. Depending on the junkyard, you may have to buy the whole digital gauge assembly since they probably wont want you taking pieces out of it. It took me a while to find a junkyard that actually had the parts. Also, the digital dash is prone to failing. I'm not sure whether it's the brain unit that fails or just the gauge display. I have heard many people repair these by resoldering the circuit boards so that would be a good idea to do before the unit is put in.

Remove the gauges (check out my clock fix page if you need instructions for that, then it's just 4 more screws holding the gauges in place). As you pull the gauges away from the dash, there will be several large harnesses holding it in place. Each one has a clip in the middle that you push in while pulling the harness to remove it.
With the gauges out, you will need to remove the control unit from the back of the gauges. I can't remember for sure exactly how it's connected, but I know there were a couple screws and a couple harnesses to unplug. The unit looks like this:
pic
You need to get the large harness that goes to the middle connector on the control unit. It has 20 wires going into it. Cut it with as much wire slack as you can get (you'll probably still end up having to extend a couple wires though). Also, you'll need the brown harness that comes out of the side of the control unit that has 6 white wires and 1 black wire. This goes to the ON/OFF and MPH/KMH buttons. I just cut the harness (but left enough wire so that I could splice new wires onto the end of it).
Now remove the hud display and it's trim piece from the upper dash. The trim piece has two clips on the side closer to the steering wheel and one on the side closer to the windshield. Use a flathead screwdriver to carefully pry up the trim piece from the dash. You will now see three phillips screws holding the display to the dash. Remove these screws - I found a right angle screwdriver was the easiest thing to get in there. Now pull out the hud unit and the wiring for it (should already be unplugged from the control unit). You'll also want to keep the screws and clips that are used to mount the hud display.

Installation:
Remove your entire dash! This is a lot of work, but not that hard. You'll need to remove the radio trim, the gauge surround, steering wheel column plastic, cruise/defrost/dimmer/fogs surround, lower drivers side dash, glove box, piece around the glove box, plastic around the radio trim and climate control, both A pillars, defrost vents, upper triangle vents, and sunload sensor (if you have auto climate control). There are lots of screws holding these pieces on, just look around and you should be able to find most of them - some have covers that you need to open with a flathead screwdriver first. After all that is removed, there are 2 nuts and 3 screws holding the main upper dash piece on. The screws are under the defrost vents and the nuts are at the bottom corners of the dash. There are also a couple clips taht hold wiring to the dash. As you pull it off, you'll see where it's holding and just unclip these. Here's a pic from the FSM that shows you all the different pieces and screw locations.
link
You might be able to get away with cutting the hole with the dash in the car, but there really isn't much room to work there with the windshield and the vents and wiring underneath. You could also pull the dash from the car where you got the HUD unit, but I didn't want to go through that hassle or pay for the dash at the junkyard.
Now you will need to cut the hole in your dash. I traced a template from the car at the junkyard and used that on my car and it turned out very nicely. I will scan it and put it up. I used an exacto knife to cut the top layer of material and then peeled that part off. Then I used a dremel to cut the plastic underneath that. The shape of the plastic hole is different than the shape you cut on the top layer - the plastic needs to come in at a few spots so you can put the screws there. After I made the hole, I test fit the HUD display several times and then cut the plastic a little more to make it fit right. Cut a small hole first and slowly make it bigger since you cant go back if the hole is too big. I then drilled the holes in the plastic to mount the screws.
Once the hole is ready, the whole dash can go back in place and you just need to focus on wiring. On the small brown harness coming from the side of the main control board, you will need to extend several wires from there. If you look at the wires, the black/ground wire is in the 7th position. The wire in the 4th spot is for MPH. The wire in the 5th spot is for the ON/OFF switch for the HUD. The wire in the 6th spot is for KMH.
The ON/OFF switch is just a toggle. If it is grounded and released, it will turn on. If you do that again, it turns off. The KMH and MPH are the same way, if you ground one of them, it will select that measurement. I just connected the MPH and ON/OFF wires together and then extended that wire to another switch in the car and the other side of that switch is ground (I used my power/comfort switch since I'm 5spd and it doesn't affect my tranny, you can add a switch anywhere or do something else creative).
Now you will need to connect all the wiring to the large harness in the middle of the main control unit.

The following wires connect to the same color wire at the middle harness of the three going to the back of the analog gauges (find the same color wire in the existing harness and splice into it) :
Black (x2) - Ground
Green/Orange - Speed Sensor
Green* - Speed Sensor
*there are two solid green wires in the main control unit harness. This one is the one that is at the end of the harness, next to the green/orange wire.

The following wires connect to the same color wire at the dimmer switch harness :
Red/Yellow - illumination (parking light) power
Black/Red - illumination ground
Light Green/Black*
Light Green/Red
*there are two light green/black wires in the main control unit harness. This one is the one that is next to the light green/red wire.

The following wires are power, either constant, ACC or ON. There are many places to find these power wires. I just tapped into the wires behind the fuse box, but you can get power from the radio, climate control, security system, door lock timer, etc. Just use a test light and make sure it's correct.
White/Blue - ACC or ON
Brown/White - +12V constant
Green* - ON
I just connected the White/Blue and Green together and connected them to a wire that was only powered when key is in the ACC or ON position.
*there are two solid green wires in the main control unit harness. This one is the one that is second from the end with a blank spot on one side, a black wire on the other, and another blank spot below it.

The following wires are not used for the heads-up display. I just covered the ends of these and taped them up with electrical tape.
Light Blue - to ECU
Light Green/Black* - to ECU
Black/Green - temp sensor
Light Green - fuel level sensor
*there are two light green/black wires in the main control unit harness. This one is the one that is on the end of the harness and above the black wire.
You'll need to find somewhere to mount the unit. I ended up putting it just behind the gauges. I had to cut out a portion of the plastic behind the gauges and then there was a nice slot where I could drop it in. Be sure to cover the back side of the circuit board. It is not covered and if it were to touch ground (any metal on the chassis) it could ruin the board, blow fuses, melt wiring, or even start fires. I just used a piece of cardboard to cover the back of the unit and taped it on. I used zip ties to hold the whole unit in place. There are many different options of where and how to mount it. You may need to extend some wiring depending on where you locate it.
That's about it. Test it out before you put everything back together. If the unit does not come on, first test all the power signals and then check the ground switch to turn the unit ON (the brown harness going in to the side of the unit).

Good luck.