I have, but I used to do custom car audio installation as my job for like 2 years. If you are comfortable soldering and stripping wires, go for it, if not, don't try it. An alarm isn't something you can just strip, wrap, and tape, like a CD player. It MUST be soldered.
If you dont, something could come loose, and your car could get locked up and be unable to start because the alarm thinks someone is tampering with it. I've seen it happen many, many times. Also, if the connections aren't solid, you can short stuff out in the ignition system of your car. Haven't seen that a whole lot, just once or twice, but it has been known to occur, albeit rarely.
Thing's you'll need:
-Wiring Breakdown of your car, which you can probably find on this site (ignition wires, door locks, marker lights, dome light, etc. [tach and injector and a few others if you are doing a remote start as well])
-Installation instruction manual that came with the alarm
-Voltage tester (test every wire before you solder, even if you have read 5 different places that X wire is the correct one, even if you got the wiring breakdown from DEI, [which you can't unless you work at Best Buy or another place that sells their alarms] even they have made errors. TEST!)
-Soldering iron
-Solder
-Electrical tape
-Screwdriver to take off the dash panels
-Wire Stripper (practice first if you haven't done this before. you do NOT want to accidentally cut your ignition wires, they have no slack at all are are nearly impossibly to reconnect easily once cut)
-A pad to sit/kneel on or kneepads
-A drill to make holes for the LED and Valet switch
-Patience
-About 4-6 hours for a first timer, depending on the alarm, and your general comfort level with stripping. soldering, wire locating, etc.
A few final notes:
1) Be aware that if you have a turbo timer, once you install an aftermarket alarm, it will cease to fuction as it did previously, and it will fight with the alarm for control of the ignition system. BAD.

The little fix it that is on this site to make a turbo timer work with the factory alarm will not work with an aftermarket. It is possible to wire it up so the alarm will allow itself to be armed even though the car is still running, but this involves setting up a bank of relays and is FAR from something a beginner could attempt, even with instructions, because every turbo timer/alarm combo needs a different setup, depending on the brands, and then depending on the car. I'd say, initially, just remove the turbo timer unless you want a major headache. It causes all kinds of issues. You can just sit in the car for 3 minutes and make out with your GF while the turbo cools down. Heh.
2) If you have purchased your alarm new, most of DEI/Viper/Clifford/Etc products carry no warranty at all (parts or labor) if not installed by a certified installation facility. It will say this somewhere on the box if it is one of those companies, and most are like that. If you got it used, no worries, but no warranty.
3) Be aware that our cars are in the neighborhood of 15 years old. Some wires, even interior ones, will be brittle. Be careful while stripping them.
4) You will make at least one mistake your first time through and have to unsolder something. Don't worry, this happens to everyone, it's just part of the learning process. Try to not get too frustrated, and remember that everyone else before you has done the same idiot thing.
