First you want to drill out the rivets that hold the power tube board in the chassis. Once that is done, they SGR's will be white square ceramic resistors labeled 100R5W, cut them out, desolder the leads and solder in the new resistors. After that is all said on done, install the board back in with new rivets (you will need rivets and a rivet gun). I hope that you ordered metal film resistors instead of wirewound as its the wirewound that causes the failure in the first place and adds inductance to the tube which is by all means not a good thing. When I replaced mine, I used 2 2.2K 2W metal film resistor in parallel for each tube and has helped out the tone, the stability of the tubes, and they run much cooler and happier.
With the choke, you will just buy the choke drill the location in the chassis for it, and you are using it to replace the skinny long blue 410 ohms resistor that is elevated on the power board, much easier than replacing the SGR's.
As for dangerous voltages, most modern amps have bleed off resistors, the 5150/6505 series amps have these. All you really need to do to be safe is use a multimeter and check the taps, where the power transformer connects to the board via molex connectors. There will be 4 diodes at each tap, connect the ground lead from your multimeter to the chassis and use the positive lead and check each lead of the diode. If they all read 0v then the leak resistors did their job and you will not have to worry about electrical shock.