The process itself is easy enough....on the Golf the sway bar is at a pretty accessible place at the back. I've helped a friend installing a rear bar on a 2nd gen BMW Mini Cooper S and that was a pain, since you have to drop the rear subframe, remove the rear coilovers before you can snake it out....

The weather has not been nice enough to really push the car in any meaningful manner, so I really can't comment on the handling difference. The Eibach bar is quite a bit stiffer than stock even in the softer of the 2 setting, so I'd expect it to have a pretty big effect...