You can also check out the "How To" listed under features at the top of this page.
http://www.350z-tech.com/forums/tutorials/...=0&CODE=02&id=7
When I did mine I used vice grips to hold the shifter below the boot to keep the shifter from turning while removing the knob. I used a cheap rubber strap wrench for both turning off the old one and turning on the new one.
All the Nismo knobs fit the threads, so that is the easy way to go. Other knobs like Momo etc. usually have some other way of locking to the shaft using collars and set screws.
I got the little Nismo black ball knob ($31) because it was short, light and plastic (so it would not get so hot in the summer). One thing I noticed was it would not screw all the way down to meet the boot, so I put it in my drill press and opened up the hole at the bottom to allow it to screw down flush.
Most people seem to like the Nismo titanium (just over $100), but it is all personal choice. I think mynismo.com has them on sale till the end of Dec.
Hope this helps
Chris