This isn't a true walkthrough as I have already removed a lot of it and didn't take pictures. However removing the maplight itself can be a bit of a pain when you have to reach through the small and sharp hole in the headliner.
Hopefully these pictures can help you get an idea of how to go about doing it.

You first have to remove the wiring harness going into the map light:

Then you can release the map light connector by pushing in on the two levers in the middle of the top of the connector. Then slide it backwards and the map light drops out.