I usually do the rears first, then the front. Here's how I do it. I jack up the rear end fairly high, put some jack stands under the rear, but not on the axle, I put them on the frame, then I let my jack back down so the rear suspension can droop fully. I take off the rear tires, put my floor jack under the shock eye (doesn't matter which side you do first) and jack it up a couple inches, unbolt the shock at the axle and pull them out of the eyelet, then all I have to do is let my jack down so the suspension is at full droop again. The side you took the shock off will droop further, then I can just pull the spring out, put the new one in, jack it back up at the eyelet, put the shock back on, repeat on the other side. For the fronts I again jack the car up and put jack stands on the frame rails, but not too far back, take off wheels, unbolt the sway bar endlink, unbolt the two bolts holding the caliper on and hang it with a bungee out of the way (never let it hang by the hose), pull the rotor off and set it aside. Then I put my jack under the a-arm and jack it up a little, then I go up top and remove the 3 fasteners on the CC plate holding the strut in. I slowly let my jack down while guiding the strut down. It's a good idea to put a rag over the top of the strut once it's down into the fenderwell and fender covers are a good idea too to prevent scratching the fender with the strut. Once you let the jack all the way down, you'll have to compress the strut a little and swing it out; this is where the rag on top and fender covers might save you some grief. It's not hard at all to compress, I weigh ~120 and have no problem. There's an ABS sensor line in a bracket that you will have to pull out of the bracket but it's no biggie. Now the a-arm should be able to droop far enough to get the spring out. Put the new ones in and reverse procedure to put back together and repeat for the other side.
It's really quite easy and if some of that doesn't make sense, once you get in there and look around, you will see what all I'm talking about. I've never had to use a compressor, but your results may vary. After a couple times of doing it, it will only take an hour, hour and a half to do. Some people do a few little things differently than what I described, but that's just the way I've always done it and I find it the easiest. illwood makes a good point about tying the springs to something. I should probably start doing that. I haven't ever had a spring pop out in my face, but I saw guys do it in school; not pretty. Good luck if you decide to do them.