If you have a W124, that can be done in 5 minutes.
Remove the ashtray, then you will see 2 screws at the bottom of the ashtray holder, remove them, full out the ashtray holder, from the back of the holder, pull the bulb seat out, and replace the bulb.
Remove the center console will make it much easier to install ashtray holder, because it gives you more room to adjust, but if you have never done that before, removing console itself may take half an hour.
You can find some info here:
http://www.peachparts.com/Wikka/W124Stereo