If you are moving into an older home you may find
Firstly you need to assess what you need to do. In most cases the light should come of the wall easily however if it has been on the wall for many years it may be little deeper than the paint. Or in my case the lights was plastered into the wall, this one still amazes me. If it looks like you'll have any problems like this make sure you have some plaster and sandpaper to neaten up the wall before you re-attach the light.
Make sure you have you replacement light ready before you begin as you want to avoid leaving bare wires hanging from the wall. You should also have a screwdriver set and if required a step ladder you make it easier to see what you're doing. I find that even if you can reach, using a step ladder makes things much easier.
It may seem obvious but before you start removing any electrical wall fitting turn off the electricity. You can usually do this at the fuse box. Once this is off you can begin removing the light. Unscrew the attachments and allow the fitting to come away from the wall. It will be attached by three wires this will usually be in the following colours. The red wire will be attached to the positive connection, the black wire to the negative and a yellow and green wire which is connected to the earth.
Each wire will be held in place by a screw down pin. Unscrew each pin and remove the wires. Be careful with the wires as although the electricity is off some static can remain in the wiring, I usually touch each wire to the earth wire to neutralise any residual static.
Assuming the wall is in a good condition the replacement wall lights can go straight back on. However you may need to neaten up the wall with your plaster before you continue.
Attach the new light fitting in the same way as the one you have just removed by re-attaching the wires into the new light. These should be in the some configuration as the way they were setup in the one you removed.
Once the new wall lights are secured attach the light bulbs and shades and turn the electricity back on. If you find that it is tripping or the bulbs are blowing there may be a crossed connection caused by a wire slipping out of the attachment, you should be able to spot the problem fairly quickly and correct it.
Hopefully this has taken some of the fear out of replacing your own wall lights and as you can see it is strait forward, however if you are not fully comfortable doing this it may be better to seek professional advice.