It's super easy....and definitely not worth the $250 the dealership wants... You'll have to remove the coolant lines to get to it (so you may as well get the stainless coolant lines and do that at the same time), but once you're there, you remove 3 bolts, disconnect the line attached to it and you have the old one off. Carefully remove the thermostat (I used two screwdrivers to push down and twist it free....HD makes a "special tool" you can buy). Install the thermostat in the chrome housing, bolt it back on, install the coolant lines (if you're going to the braided one, it can be a little challenge to get them on, but not too bad....just bevel the edge a little), and you're done.
It's really not that hard to do, and will probably take the better part of an afternoon. I think it took me about 3 or 4 hours to do the housing and coolant lines, but I wasn't trying to rush the project, and got distracted by other things while I was working on it. Just be sure to drain the coolant before you start the project.....otherwise you'll have a mess on your garage floor. There's a coolant drain plug under the radiator trim shroud cover (on the clutch side of the bike).
When you're done add new coolant and start the bike to make sure there aren't any leaks. I also let the bike run for a while until the fan kicked on to cool the motor. That just lets you know that the thermostat is working properly.
No problem! Here's a link to it on the HD Website. I have done a lot of ordering online through Chicago HD (which is the dealer's page that I have listing for this link). They give a 20% discount with online orders, and are great to work with. The lines are normally $80, and they're listed here for $64.
I just did this myself this weekend too! Another idea to get the thermostat out of the housing without the special harley tool is just to find some pvc pipe and use that to push in and turn it. The HD tool has notches to grab it but since the PVC pipe is softer than the metal it grabs it really well without notching it.