Very easy to do, took about 30 minutes overall. I got the parts at the junkyard last weekend, unfortunately I wasn't able to pull the rear steering wheel plastic which has the cutouts for the buttons, however its pretty easy to dremel them out and install the buttons.
Should you feel the urge to do this the parts you will need are the left and right radio buttons, the radiobutton/cruise control harness, and possibly the rear steering wheel plastic.
Disconnect the negative battery terminal. Go inside and enjoy a beer for about 20 minutes.
Start by removing the airbag, there are 2 8mm bolts that hold it in place, once the bolts are out the airbag will come forward, disconnect each airbag connector from the back along with the horn connection. Set the airbag aside in a safe place facing upward.
loosen the 13mm bolt and unscrew several turns.
Unscrew the cruise control buttons from either side, unplug them and set them aside. Disconnect the steering wheel wiring harness from the clockspring.
Use a gear puller(traditional steering wheel pullers will not work since the KJ steering wheel does not have threaded hold for the puller to screw into) to remove the steering wheel. Feed the airbag wires through the rear plastic cover and set the steering wheel aside.
Make sure not to turn the clockspring, dont worry about aligning the wheel, there is only one configuration that it can be installed with.
Remove the rear plastic from the wheel, remove the wiring harness.
Use the cutting instrument of your choice, mine was a dremel with a drill bit and a razor blade to cleanup the cut, and cut along the mold lines seen on the rear plastic, tweak as needed to get the buttons to mount, alternatively if you are able to get the rear plastic you will not need to make the cuts for the buttons.
After cutting and installing the buttons install the new steering wheel wiring harness, it will be obvious, it will install in the same place as the old one you just removed.
Install rear plastic on the back of the steering wheel, install cruise control buttons, replace the screws holding them in place, and make sure the cruise and radio buttons are plugged in.
Feed the airbag and horn wires through the rear of the wheel, there is only one orientation that the wheel can be installed with, take your 13mm bolt and tighten it down nicely.
Plug in the horn and airbag wires, place airbag on wheel and reinstall 8mm hold down bolts.
Reconnect battery.
Enjoy beer while sitting in Jeep changing stations from the steering wheel.
Pictars:
Without steering wheel radio buttons(this is the plug of the steering wheel harness that plugs into the clockspring):

With steering wheel radio buttons:

Wheel without radio buttons and cruise buttons partially removed:

Steering wheel harness with cruise control and radio buttons:

Back of steering wheel where radio control buttons should be:

First button, hole cut, cleaned up, and button installed:



(other side not yet cut out):

Both buttons holes cutout and buttons installed.



Inside the wheel:


Maybe I'll snap some of the installed product. Got them all in and working, pretty cool little thing to do for as cheap and easy as it was. Total project time was about 30 mins.
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Knowledgeable - But Caustic