Tools Needed: Cross-head screwdriver
Parts Needed: Replacement bulb (new lense/ indicator unit if you're replacing it)
Time taken: A minute
You can usually tell when an indicator has gone (apart from looking obviously) as the relay and the light in the speedo will flash quicker than normal on the affected side.
If you want to change the lenses for clear ones simply swap with the existing, but remember to change the bulb for an orange one (available at any car parts shop).
Probably the easiest thing to do on a bay.
Replacing the whole unit
Often the reflector on the indicator unit is rust (like the one above) or the indicator to body seal is perished. They are nice & easy to replace though.
Dissassemble as above. Once the lense is off you will see 2 large cross head screw top bolts, just to the sides of the reflector plate. Remove these and pull the unit forward slightly. You will now see 2 wires attached at the back. Note their positions and remove these. The seal simply sits in place so replace if necessary. Refitting is, as they say, the reverse of the above