Replacement: Make sure the O-rings are in good condition before replacing the injectors. It's usually recommended that they are replaced. The top O-rings are usually fine. The bottom ones sometimes need to be replaced. Take a close look at them - if they haven't bounced back to a nice round section or have cracks/nicks/perishing then don't even bother trying to re-use them as they will leak.
Once you have a set of good O-rings then you need to go mad with the lube. You can buy lube specially for this job but if you don't have it then use either Vaseline or engine oil. Lube up the areas on the fuel rail where the O-rings seat, as well as the O-rings themselves.
Then press the injectors into place. It takes a fair amount of force to get them in. Rotate them back and forth as you push. All this lubrication and rotating is an attempt to avoid damaging the lower O-rings. This happens quite easily.
Testing: Once you've got them all in place, fit the caps and it's time for testing. Firstly, turn the IGN on and let the fuel pump prime the system. Then check carefully for external leaks. This part is usually OK. The problem is if the bottom O-rings haven't sealed properly. Unfortunately this is quite common. You can usually tell by the way the engine idles. If it starts up and settles into a smooth idle then things are fine. If the idle is uneven (power is down on one or more cylinders) then there is a problem. Sometimes idle will only be slightly affected and the car will drive fine otherwise. Sometimes they will barely idle.
Diagnosis: The next thing to work out is which O-ring is damaged. This isn't usually too hard to work out. Remove the injector plugs one by one as the engine is idling. You should get a definite change in idle. The one that gives minimum change is the one that's leaking. It gets a bit harder if there's more than one. Another (preferable) technique is to use the "Power Balance Test" in Datascan. This allows you to knock out one cylinder at a time from a laptop connected to the Consult Diagnostic Port.
Stuff you don't even wanna think about: Another problem associated with leaky bottom O-rings is fuel leaking into the cylinder after engine shutdown. EFI systems maintain high fuel pressures after the engine is shut down (as you will know if you've ever removed a fuel hose/injector without first bleeding the system pressure). If a bottom O-ring is leaking then the potential exists for fuel to dribble into the cylinder over time (usually overnight). In the morning the engine will start on 3 cylinders and it will take awhile before the affected cylinder clears. Worst case the cylinder will have enough fuel in it to hydraulic lock. So when it is cranked it simply locks solid. This CAN cause serious engine damage - I've seen bent conrods. This is rare but can happen.
Injector Upgrades: While we're on the subject of injectors, please don't buy drilled out injectors. They're invariably rubbish. Anyone who thinks he can drill the caps as well as the factory is either having himself on or is extremely skilled. I've not met any injectors molesters in the latter category yet. The usual scam is to buy the cheapest injectors available (which generally have very low flow rates) and either drill them out or remove the caps (that create the fine spray pattern) entirely. Once the caps are removed the flow rate is unknown and so the "injector modification professional" then checks the flow of each one and groups them together as "matched sets". This is made to sound like they've carefully matched them to give you a superior quality part. Far from it. The spray pattern is usually massively inferior to the factory injector. So even though the flow rate matches the other injectors, the spray pattern is horrible and so low load/cold start/idle/emissions and fuel economy figures tend to be severely compromised. Avoid anything that mentions "hi-flowed", "modified" or "flow matched".
For SR20 owners it's not too hard to tell good injectors from bad. There is a limited number of side-feed injector manufacturers. Most are made by JECS. This is the company (now owned by Bosch) that makes all the electronic components for most Nissans. They come in a limited number of flow rates. 270cc for most SR20DE's, 370cc (purple) for S13/S14 SR20DET and S15 auto, 480cc (rusty brown) for S15 SR20DET manual. From there we go to 550cc (yellow) and 740cc (red) which are sold by Jap tuning companies HKS, Apexi, Tomei and NISMO. But they're all made by JECS. They all drop in perfectly, the connectors fit and they have 4 precision machine holes in the cap that result in a reliable precision spray pattern. There are some others such as Sard which work OK but are not really made to fit an SR20 - they're made to fit by using a conglomeration of oversized O-rings and adaptor rings. And just when you think the pain is over you find that the connectors are different and you have to snip of your factory connectors. Not good. There are also Blitz 850's now, but I'm not sure on fitment or who makes them.
Beyond that you need to go to a tail-feed setup. This can be a pain to setup but there is a good range of injectors available. Standouts being the Bosch EV14 series and the closely related ID1000's both of which perform brilliantly.