The most important thing is to remember to DISCONNECT THE TURNTABLE FROM MAINS POWER at all times before the platter is removed! This is both for your own safety and the fact that the motor can be damaged if it's accidentally turned on while the platter is removed.
I bought my new pitch slider from a shop on ebay.co.uk for around GBP 13 and the shading cloth was GBP 2.50 from the same place.
This will probably take an hour or so depending on how handy you are with the soldering iron and desoldering wick.
The information in this Instructable is information I've picked up from several different text based instructions on the net (Technics SL-1200Mk2/SL-1210Mk2 FAQ from hyperreal.org and several more I have not saved). I thought it would be a good idea to document it with pictures for you guys as I was replacing a slider anyhow.
Please note that you do this on your own risk. I've done all steps here several times without any problems. If you damage your turntable or get shocked or similar I am not responsible. If you don't think you are competent enough or your turntable is still under warranty, let a professional do this.