The tools are cheap (about $15), and it turns out that they are branded for different tasks...discovered that the tool to pull the wheel bolt covers on the SL is the same one.
Anyway, you don't have to disconnect the speedo cable. But it is connected somewhere below the dash by the pedals, and you will have to detach it from there to get the slack you need for access.
Just the pull the cluster out enough to get your hand back behind it.
The twist-on bulbs are a bit hard to find at most auto parts stores, so I just get them at the dealer.
The backlighting bulbs for the gauges are 2W units, while the turn signals and warning indicators are 1.2W. They run as much as $3-$6 at the dealer depending on where you go.