'85 Ranger...entire grille had to be removed because headlight openings were too small for the sealed bulbs. Not difficult, just annoying.
2000 Jetta needed the battery cover, radiator support cover, and the gasketted and double-clamped headlight access panel removed before you could get to the actual lamp holder (and for whatever reason, it always seemed to be the driver side with the battery that went) all in a very tight space. It also ate taillight bulbs.
'96 Ranger was easy, just reach in and grab it, from above or below.
Haven't had to do one yet in my '03 F-150, so I just looked that up...two pull tabs, pull assembly forward to access bulb holder. Cool.