I am just wondering if any one knows how hard it is to swap out the factory steering wheel for an afterarket one? What is involved with this and I do have an air bag.

 

If you want to retain the air bag, I don't know of any different wheels, but if you just want to swap the wheel with a nice aftermarket one you will be living with an Air bag light...it's very easy to change a steering wheel, just make sure you properly disable the SIR system first.
1.Disconnect negative battery cable
2. remove sir fuse
3. wait 5 minutes
4. USE EXTREME CAUTION... remove steering wheel inflator module(air bag) by removing the two bolts (t-30 torx in most cases)
5. USE EXTREME CAUTION..disconnect air bag electrical connector
6.push in and turn counterclockwise to remove horn contact from steering column coil
7. remove nut retaining wheel to column
8. install steering wheel puller to release wheel from column (u can borrow one from Autozone I believe)
That's about it Just be very careful with any air-bag!