Haha, I wish I would have had the confidence to do mine. Maybe I'd do it now after seeing the process, but I had the guy who tinted my windows put the film on my tail lights.
@Rino911
Ok, so I didn't actually do my lights, but I watched him do them so I can offer a little assistance (perhaps, haha.) The first thing I want to stress to you, and it might say this in the instructions (not sure, as I didn't see the instructions), but worry more about the 'creases' and less about the tiny air bubbles. Tail light vinyl is 'breathable' so any small bubbles will dissipate over time. My installer said his went away after a couple of days. Mine might take a couple of weeks to a month because it's just not very warm. But they
will go away. My installer tested the product on his car first and left pretty big air bubbles (the size of a quarter for some) and when you look at his tail lights now they look perfect. So no worries there.
Anyway, he basically focused on the large, flat area first. The area that faces to the rear. He then started working on the upper side...which was the biggest 'problem area'....and it was a lot of heating, stretching and lifting. Again, he focused a lot more on getting creases out versus air bubbles. Even if he had used a heat gun to get it to conform and then a slight crease appeared he'd simply pull up and stretch just a hair, pull it back down and hit it with the heat gun again. He did my windows in like five minutes each. He worked on the tail lights for I'd say 15-20 minutes a light (if that gives you any indication on how they can be a PIA.)
Not sure about prices where you're from, but
@jonnoriega is from upstate Illinois and I'm in southern Illinois and our install prices (including film) was in the same ballpark. He paid $175 for both headlights and tail lights and I paid $80 for the tail lights...or $40 a light. So in a 'worst case scenario' it's not super overly expensive to just have a shop do them. Having said that I'm confident that with time and
patience that anyone with any degree of skill could achieve very similar results. So I have no doubt you can get it done yourself with a bit more trial and error.