Hey there.

Not sure if the HUD install thread is still up or not, so I'll do the best I can for you...

First, you'll need to find out if your vehicle is pre-wired for the HUD.
1) remove the bezel around the ignition cylinder with either a screwdriver or a plastic pry tool.
2) with your hands, remove the center bezel that surrounds the radio/HVAC head unit. It is held on by clips, but don't pull too hard because the DIC has a connector that you'll also need to disconnect and you don't want to snap the wiring. Undo the connector and remove the bezel from the vehicle.
3) Remove the knee bolster under the steering wheel. A couple screws and held on by clips, so remove the screws and pull it out. Remove the OBD port from the bracket before you pull the bolster out.
4) Remove the dash cowl that goes around the speedo/tach, and pull that out. The dimmer switch is attached to it, so you need to disconnect that before you pull it out.
5) Remove the 4 screws from the speedo/tach unit and remove that from the vehicle.
6) now, where you removed the speedo/tach unit, you'll see a hole in the upper right corner. Look in there. If your vehicle is already pre-wired for the HUD, you will see a connector with wiring wrapped up in beige tape. If you don't see that connector, you'll have to make a wiring harness.

this is where things diverge. If your car is already pre-wired, you're in pretty good shape. Then you'll follow these steps:
1) With everything that you've taken out already out of the vehicle, now you need to remove the beige pillars on both sides of the windshield. They are held in with clip, and a bungee retainer thing. pull them out by hand, and disconnect the bungee retainer.
2) Remove the upper dash panel. You'll need something to begin prying it out, and believe me when I tell you, it's gonna crack and break into pieces. It's ok because you won't be re-using it. There are 2 wiring connectors that go into that dash panel: the solar sensor, and the alarm light. You have to CAREFULLY remove these from the dash panel. I had some string that I used to wrap around the wiring/connectors and tied that to my shift knob so that the connectors would not fall behind the dash. DO this. Do not let those fall behind the dash or it's gonna be all sorts of hell getting them back out. Once you get the dash panel out, make sure all the clips that held it in are out of the retainers or your new dash panel won't go in properly.
3) Now, you're going to take your new dash panel that has the opening for the HUD projector, and lay that on top of the dash where it will eventually be installed. Take a grease pencil or chalk, and trace the outline of the HUD cowl onto the dash. This is where you'll be cutting. And you have to make sure you get it right. If you **** up and make the hole too big, there's no fixing it. I traced the outline and then cut about an inch inside the trace, because if you make a mistake, you want it to be too small so you can cut it out bigger if you have to. Tape some cardboard to your windshield. You don't want to crack/knick/or cut it.
4) I used a few tools to cut the dash. First, use an exacto knife/new razor to cut through the foamish padding on the dash and remove that padding. There will be ABS plastic underneath it. Then I used a dremel with diamond cutting disks, and a small japanese pull saw that cuts on the upstroke to cut through the ABS. The dremel was great for making the first cuts to get room for the pull saw to get in there, and the pull saw did the brunt of the work because it is much easier to work with on the long cuts. Then the dremel again for the corners... especially at the front where there is hardly any clearance because the windshield is right above where you're working. And you absolutely have to cut it out all the way to the windshield or the HUD will not fit. Once you get ABS panel cut out, you will see the steel HUD retainer inside the dash. This is seriously the most important and time-consuming part of the this whole install. Take your time, do not get frustrated, and do it right. Everything else is cake from here.
5) Next you'll put the HUD projector in. There are 2 fasteners that hold it into the retainer. I bought them from the dealer to make sure it was perfect. If you don't use the right fasteners, the HUD will be misaligned with the windshield. The fasteners are the same fasteners as the radiator support fasteners. This took me way too long to research to get the right stuff. Now you don't have to. Just ask the dealer for two of those fasteners. They were like 4 bucks. Then you'll need a ratchet with an extension to tighten those fasteners in. If you're like me, and like everything spec, they torque to 20 lb/ft.
6) Plug that baby in!
7) There will be a screw that holds the hud from inside the instrument cluster, put that in.
8) install the new upper dash pad. Be real careful putting the alarm light and solar sensor into it, there isn't much room to work with, and you won't be able to see what you're doing. Push that pad in all the way to the front. There is a rubber seal that needs to seal up well under the windshield. Then push the panel down into it's clips. There will be one clip near the HUD which won't have a place to clip into. No biggie. Actually, I cut that one off with the saw before I installed the panel, but you don't need to.
9) Remove the center console if you're replacing that as well. It has a few screws and clips. Remove the shift knob (one screw) and put the shift lever in low to get the console out. Before you get it all the way out, you'll see the electrical connector at the front of the console that goes to the IP, remove the connector and pull the console out. Your new console has the HUD control switch in it, with all the wiring, so you'll just put the new console in, connect the connector to the IP, and fasten it down. Put your key in and check that the HUD works and the switch works. You're golden!
10) Put all the other stuff back where it goes, do your cleanup, and give it a test run!

If you're not pre-wired:

1) You'll need to find the connectors. GM does not sell them. So, the only real option is to go to a junkyard, find a GP with a hud and pull those connectors out, or find any GP and follow those first 6 steps to see if the vehicle is pre-wired, then pull the connectors. You need about 3 inches of lead wire for the connector to the HUD, and the connector to the IP. You'll be pulling both.
2) Take those connectors home and solder up a harness. Pin outs are available online for them.
3) Follow the 6 steps for pre-wire, then the first 5 steps for the install, then install your harness that you made, before you install the projector.

If you're not pre-wired, AND your new console does not have the wiring for the HUD control switch:
1) Follow the "if you're not pre-wired" steps above.
2) you have to get power to the HUD control switch by splicing into the traction control switch's power before you install the console.

Think I covered everything. If not, I'll come back and fix it. If you have questions, let me know. I have pics and everything from my install, so maybe later I can add those to this thread.
Good luck!