Recently went through all this on my 02 SLS, found it easier to remove when it was put in neutral, still will need to pull like Basscatt said really, really, really, hard and
straight up. If you have heated seats or traction control button when you get the console trim loose don't just pull it up it will have wires running to the heated seats and
TCC button, great time to replace lights on the switches if need be, very good thread on how to do it with bulbs from radio shack, I just replaced those three and the bulb on the gear display, 2.69 a bulb at radio shack, extremely easy.