My advice is to go to your
local music store and do two things.
1. Ask how much it costs for a
pickup installation if you buy the pickup through them. It might be free, or cheap enough that you dont have to worry about installing it yourself.
2. Play a similar guitar to yours with the pickup your interested in. Then play through the same system with your guitar and listen to the difference. (This is a very rough guide but might give you a better idea of which direction to head in).
Installing a pickup can be simple, or hard depending on your experience with soldering and electronics. Sometimes the best way to learn something is to try it yourself.

Getting new pickups can make a very big difference if the pickups you have are weak and you want a bigger sound. Some factory pickups are great, it's a matter of personal taste and style.
Hope this helps.
Regards,
Tony