Definitely think about doing this yourself. You will save money in the end, or at least see how much just the labor is at the dealership if you provide the parts.
Remember that a dealership will charge you full price for parts when it is serviced. Some dealerships may give you a "fleet" price, but the sponsors to the right can beat their price as my experience has been.
One issue may be getting the hub removed from the knuckle. This was a serious problem with my '00 LS V-8 with 102,000 on it. I had to end up replacing the hub/sensor assembly because the aluminum from the knuckle and the steel from the hub fused together (there was a recent post on this).