Well, to be honest, if you are going to do it, you need to do it all at once. You'll need to change all the vents under the dash as the doors have actuators that might not be there on the manual control cars. With the HUD windshield, you can use the regular one, but you might have a little bit of a ghosting effect as the light will refract off both planes of the windshield rather than just one as the HUD windshield is designed.
You would need the dash from a 94+ with HUD (92-93 has a pull handle for the parking brake release), the HUD, the trim piece, the wiring harness, the programmer and head for the ECC, and that should be it. With that it should be fairly easy, just very time consuming and you'll have to watch the wires closely.
2007 Saturn Aura XR | 1970 Chevy Blazer 4x4 | 1970 GMC 3/4 Suburban 4x4