Has anyone done this themselves and do you have any tips on installing one to the factory stereo? I have a 2003 Yukon XL SLT with factory bose system. Does it already have the input on the back for the dvd player?

It is not a hard job. I don't think the stereo has an input. You can use an FM Modulator for the sound. They work well. I had bad luck with the "wireless" type so you may want to stear clear of those (lots of engine noise). Do you have a sunroof? If so, be careful not to cut into any wires (along w/ domelight wires). Just follow the instructions and teplates carefully and it should be easy.