They're fairly easy to replace. The most confusing part of wiper service is the terminology. The slender rubber part that actually does the wiping is referred to as a refill or insert. The wiper blade is the jointed framework that supports the refill, and the wiper arm is the lever that attaches all this to the car. In most cases, the refill is all that needs to be replaced, but this can be a hassle since there are two different widths and several attachment methods to contend with.
Some blades allow the refill to simply slide in or out after a small end-clip is depressed.
Others require the blade to be snapped apart and fed over each end of the insert. Anco and Trico are the big brands, followed by Pylon, Roberk, and Tripledge. A small mistake here can lead to nasty scratches across the windshield from the teeth-like refill mounting tabs. Even fresh wipers work poorly if the glass isn't free of wax or road film. Careful cleaning of the windshield and wipers every couple of weeks with a quality glass cleaner helps a great deal.