I installed a Class I trailer hitch on a small sedan. I ordered the hitch online. All parts fit perfectly. The supplied instruction sheet was excellent. No body mods were necessary. The job was surprisingly simple. It took me about 2.5 hours total. If you have safety glasses, a torque wrench, and assorted tools, I'd encourage you to try it.
Warning: Never exceed the towing capacity ratings of your car.
Step 1: Parts and tools
Buy the hitch to fit your car. Several manufacturers offer hitches for most makes and models of car. (I ordered a Reese hitch from autozone.com for my 1996 Honda Civic sedan with 150K miles (don't laugh)).
Unpack the package. Look at the bag of parts. Read the instructions. Note the torque specs.
Gather your tools. Safety glasses (to protect your eyes), torque wrench (to make sure the hitch stays attached), hammer and chisel (to remove any schmutz on your car frame), inspection mirror (to make sure the carriage bolts are installed right), etc.
One change: To attach the ends of the hitch to the frame, I used big round washers instead of the u-shaped washers which came with the package. I'm not a mechanical engineer, but my gut didn't like the u-shaped ones. Caveat emptor: deviate from the manufacturer's recommendations at your own risk.