I bought a VQ extractor from SG and I'd like to hear from anyone who has installed one.
Anything to watch out for?

I installed one on both my 10/22 and MKII.  The one thing you really have to be careful of is losing the extractor plunger.  It is the small part that pushes against the bottom of the extractor.  It's very easy to lose it when you remove the extractor because it is under tension from the spring and has a tendency to go shooting off into oblivion after you remove the extractor.  They're pretty cheap on Brownell's (I should know as I lost mine on the first try), but it's a pain in the ass to wait for one to arrive.  Just make sure you have to bolt pointed into a towel or something that will catch the plunger.  Other than that, it's a pretty simple procedure.

If you're not focused on the task at hand, it's pretty easy to let the plunger that secures the extractor and spring to fly loose (and it WILL launch if given the chance).

I removed the bolt from the action and held the plunger to the rear with a 1/16" punch. Removing the old extractor was fairly easy that way.

Just finished the extractor install. Jim's idea of using a 1/16th punch worked perfect.
No snags, all went well. I'll try it out Wed after work. Thanks for the tips.