I really liked this video: http://www.youtube.com/watch?v=Qt9qhuP6k4A.

It was made by a seasoned beekeeper who was installing the 2nd of 7 packages. Doesn't show all the details (feeding, etc...), but it does show a very matter-of-fact "get 'er done" approach that also worked well for me. It was over and done, for me as for him, in less than five minutes:
  • Get the can out!
  • Whack!
  • Remove the queen cage and set it temporarily at the bottom of the hive.
  • Whack!
  • Shake the bees into the hive. (Whack!) Repeat until you've got most of 'em.
  • Take the queen cage, shake most of 'em into the hive, brush off the rest with a bee-brush (not shown...), remove the non-candy end, put your finger over the opening, and set the cage on the bottom.
  • Close up promptly.
  • Done.

The only thing I did in addition to this was to put some slightly dampened dry confectioner's sugar in the hive for initial food.