You can install it without removing the console. However its more of a pain in the butt and gets in the way. You just gotta lift it up the whole time. Becareful of of cracking the skinny parts of the console and trim. You can use a credit card type card to pop the vents out from what I hear.
Oh and that dave's shift block has a tendency of not fitting on the shifter very easily. Dave says send it to him if it doesn't wanna go on and he'll grind it down. Just remember that it's supposed to be a TIGHT fit. I had to grind mine forever to get it to even want to consider going on. Then I had to crank down on the nut to press it to fit. Mine sorta clanks going in to 4th gear now though. Occasionally 3rd too. I emailed and pm dave to see what symptoms of over grinding does. Never got an answer. I'm thinking of tossing the thing away and just going short stalk since I'm having sorta crappy results with mine.
Oh and the install specs calls for very small amounts of torque like 2 lb ft (example) . So have a small torque wrench handy. Also it will require an allen key/wrench that will also need to be torqued down to spec in a small increment. So have a small allen socket type thing ready also. torque specs are small, I said screw it and just tightened it by hand. I believe something about using a little grease on something there too. So have a lil grease handy, just a small amount. Also look up recent past threads about the short shift install. I know the last one I posted in, we put up lots of pictures to help out. Trust me, it helps out ALOT to actually see how it goes on. The instructions kinda suck.
If you're gonna work on anything behind the console, now is the time to do it. Ex. change bulbs, remove/repair/replace climate control, cd player, display gel sheets, run stereo stuff. etc.