Screen protector installation varies. Some are easier than others. Some are really easy, other are a serious pain in the ass.
My recommendation is NOT to use screen protector that uses a liquid solution to stick (usually glue, or water but solutes a powder solution applied on the screen protector, which acts like a glue). Liquid solutions are difficult to remove and usually leaves glue marks on the display. You may change the screen protector if it gets scratch, which is rather easy to do, as it is a a sheet of plastic.
Dust a big issue in installation of screen protector. They create bubbles which are tricky to remove (as you need to remove the dust, and you can't touch the underside. Different places has different dust level. There is a huge different if you live in a rural area and have central A/C (and I mean the real central A/C, where you have feed on every room, not that stupid unit on the wall) that features air filtration system. And downtown, with a apartment that feature no air filtration system of any kind.
If you are in dusty place, what I recommend is to take a long shower, to humidify the bathroom well. The humidity will drop the dust level. Once you are done with the shower, you want to keep the room humid, so close the door and stop the ceiling fan, while you get dressed, and quickly get back to install the screen protector.
Some screen protector like Tech Armor, comes with "dust removal tapes". They are stickers, really, but you use 1 to lift the screen protector form an edge, and another one to remove a dust that is on the screen protector of device screen. Comes with 4, and you can use them to remove a great deal of dust before needing to change. So that is nice. Also comes with a plastic card, which they recommend using with a provided tiny cloth (to not scratch the screen protector) to remove any remaining bubbles.
If you want the fanciest of screen protectors, check out Phantom Glass. This screen protector is like no other. It is actually a sheet of tempered glass. To be exact, it is a Gorilla glass sheet, The same glass that the Surface Pro uses. And it requires no liquid solution to install. Why use that? because all plastic screen protector alter the image of the display, because the reality of things, is that transparent plastic is not really transparent. It has a tint of yellow or more commonly blue, which you can see at angles. In addition, plastic is not perfectly smooth. That is why digital cameras that uses plastic lens are complete garbage, and people should never buy them, as they are waste of your time and money. Luckily those are just the cheapo cameras that no one bus in any case. But, just saying.
Still don't believe me. Notice how all normal screen protectors have a hole for the camera... yet your surface pro has no hole on the glass for the camera. Phantom Glass, also has no hole on the camera. Perfect clear is perfect.
In addition, as it is the same glass as the surface one, you'll get an identical feeling for the pen and multi-touch
The downside of this screen protector is that it is a bit on the expensive side. But again.. it's freaking Gorilla Glass 3 sheet of glass that you are putting. Oh an no bubbles (assuming no large dust particles). As it is a glass sheet, it doesn't allow bubbles, as glass is not flexible as plastic sheet.
I have it on my Surface Pro 2, and I love it. I highly recommend to look into it.
Tip for installing any screen proctors:
-> Don't scratch your head when installing, you'll drop hair, dust and/or skin particles.
-> Wear clean gloves. This will allow you to not ruin the screen protector if you accidentally touch the sticky side (won't collect finger oil, and dirt)
-> Do the vacuum of your place, before installing it
-> Be sure that the screen is perfectly clean before installing it.