Well, a little more continuation (and instruction!):
Unless you've got a lift, you're going to want to get the front of the car up in the air. A pair of rhino ramps gave me just enough room to work underneath while still having access from the top (although I did have to stand on a milk crate to reach the front O2 connector).
Since we're working with electrical, as a safety precaution, you should typically undo the negative battery terminal. Chances of getting hurt are slim to none on this job, but you should always be on the safe side. Battery's in the trunk if you've not looked for it before.
Next, remove the heatshield. 3 10mm bolts and its off
Before taking the cat out, I *highly* recommend loosening up the O2 sensors. Its much easier with the pipe bolted in place than wrestling with it on the ground. Most part stores will rent you an oxygen sensor kit, or use your own tools. Pfadt calls for a 22mm wrench/socket here, my O2 sensor tool says 7/8"; either will do. The connectors are a HUGE pain. You need to pull the plastic lock tab out 2 clicks and then push realllllllly hard on it while pulling on the other end of the connector. Upstream connector is black and located near the engine towards the firewall. The rear one is gray and a pain to get at. I ended up snapping the retainer clip that held mine in place and pulling the connector apart from above. Its just way too tight from underneath. Here's it hiding.
Alright, here is what your next step should be, as it will be the most challenging from here out. Everything else is silly simple, but will require you to put it all back together if you cant get this step done. Unbolt (or at least loosen for now) the upper flange nuts. These are 15mm. The two closest to the driver fender are the easiest. The two next to the motor? Those are miserable. Be prepared to try a variety of sockets, extensions, wrenches, etc to get the clearance you need. You can see the top two in this photo:
Once you've gotten the top flange squared away, onto the easy stuff.
There's a bracket that holds the downpipe to the oil pan. Right near the lower flange. 2 13mm bolts, done. Then onto the lower flange. 2 15mm nuts. May want to hit these with some PB Blaster ahead of time, they get rusty. Looks to me like GM may not have used stainless hardware or flanges, as they are kinda rusty on my setup; everything else was pretty spotless.
...and this is where I must leave you guys for the moment. My tool collection was apparently lacking just enough that I could not get the upper flange bolts out. Fail. I've got a couple new sockets on the way, so I'll let you know what magical combination worked for me. If you were lucky enough to get everything apart, congrats. Reverse to install. Make sure to apply some anti-seize on the O2 sensor threads for easier removal in the future. Feel free to do the same on the other hardware as well. I bought new gaskets for my install, but GM appears to have used reuseable ones, so you may be lucky enough to not need new stuff. I didn't want to take the chance of a leak myself, $40 is not that much for peace of mind.