There are several ways to do this on your own. And all based on your level of competency and the tools you have at your disposal.
The bearing kit is the less expensive and most involved way to go. You have to remove the old bearing carier off the drive shaft, disassemble and clean the case. On boats with a lot of hours, this is MUCH easier don with a press - but many do it without (not my first choice btw). The kit comes with instructions, but if you do not assemble the bearings in the correct oreintation you WILL render them useless before you reach plane. Cost depending on jet pump, who you buy from and shipping options is ~$100-150. I recomend using your digital camera to take pictures as you disassemble.
Complete bearing assembly can be done by ordering new or sending the old carrier back to Outboard Jets MFG. This still requires you to remove the carier and install on the shaft. It just insures that you have the berrings in correct. The cost will vary some, but this is an option. Also note that getting the carrier to seat on the drive shaft takes some doing. Cost (and I am guessing a little) would be ~$250-350.
The option I suggest for guys suimilar to me who don't have the press or call themselves mechanics by trade or at least considered it, is to buy the shaft and berring assembly direct from Outboard Jets. It takes 30 minutes MAX to install and you end up with; New Bearings, New Carrier and New Drive Shaft. Then if you want to spend the $$$ on new bearings and give it a go... you'll have both the experience and perhaps 2 complete drive shafts. This way is expensive ~$450-550 but is still most likely "LESS" than taking it to a Marina and having it done, (parts mark up and hourly rates vary) plus you'll learn more about your jet in the process.
Hope this helps...
PS: If you send me the year, make and model of your outboard, I can give you the cost based on the 2011 Outboard Jet's MFG price sheet.