Not quite, the clips didn't even come out when I removed mine.
1. Push in the pistons (by pushing on the calipers) to make room for new pads
2. Unscrew the pad pin
3. Pull out the old brake pad (they really just pop out once clip is off)
4. Grease the back of the pad plate and the pin to prevent squeeking and binding
5. Put in new pad (make sure to align with the clip, do one side at a time so you can use the other side as a reference)
6. Install slide pin.
Also, use the brake pad lube they sell at auto parts stores, it's made specifically for the purpose.
Not sure about the rear, mine actually wore through very quickly and when I noticed they were gone, they were completely gone! I went to the shop (right next to my work) and had them throw the rear pads on for me, so I wouldn't have to drive home and do more damage to the rotor. From the looks of it though, no wheel removal is necessary. Pretty sure they didn't remove the wheel at the shop, labor cost was very small (i think they charged me a half hour for it).
If worse comes to worse, try removing the rear pads, if they won't come out remove the wheel and continue
