Before you do it grab the top of the wheel and pull it out towards you, give it a big grab

. If they are "shot" or loose the wheel will have some slack/slop/movement in it when you pull on it and let it go. This is a good way to learn when they are wore out or need tightening. I suppose it doesn't matter if the car has weight on the wheel or not, if will have movement either way.
Remember what order things came out in and orientation

It takes me at least 30mins a side and I've changed mine a few times, just ensuring everything is done up correctly and lubricated.