The Pelican Parts thing is for cars that are about 3 years old.
25 British winters later, in the real world.....
I always take the caliper, disc and front hub off. The latter requires a big socket.
I use a grinder and grind the plastic sensor away to reveal the retaining screw threads - then you can chisel the sensor away leaving the screw intact. Punch the remains of the sensor out from the front. You can douse the screw in WD or whatever and ease it out intact. Use a round file and clean up the sensor hole in the hub. It will be as rusty as an old horseshoe. Then you can easily slide the new one in with some copper grease, fit the (greased) screw and reassemble.
The whole job takes me an hour. Once done properly like that, future replacement takes about 15 minutes. You don't even have to jack it up or take the wheel off.