Changing the nib on one of these models is a piece of cake. The nib lies on the feed on a type of "rail". It slides on or off easily. Initially you might need to use the "scotch tape" method to remove the nib, meaning that you will stick a piece of tape to the nib and then pull it out by the tape. Brian Goulet has a great video explaining this very concept:
I have found that after you've swapped the nib a few times, the feed becomes less reluctant and allows you to remove the nib with your bare fingers. That's how I do it these days.
I bought my Lamy AL-Star with an EF nib but I really wanted to try their italic nibs so I bought the trio of italics in 1.1mm, 1.5mm and 1.9mm. Because these nibs are not exactly cheap I wanted to find the best deal on the web. At the time, my favorite store (no affiliation, just a satisfied customer, yada yada) didn't sell Lamy stuff so I found a UK company, The Writing Desk (no affiliation) which sold these nibs for a very good price. Including shipping, they cost less than what I would have paid here in the US.
Anyhow, while the Lamy italic nibs are fun to use, I don't find myself using them a great deal but that's simply because I don't use my pens a lot these days. Here are some quick impressions on each of them. For this comparison I used Diamine Majestic Blue ink.
This nib is perhaps the easiest italic to get started with when you are lacking experience. Line variation is at a minimum and you can easily use this nib on a day-to-day basis.
Now you can start seeing some actual line variation. It becomes evident that an italic nib is used. This is perhaps my favorite size because it's neither too wide nor too narrow.
The biggest size is harder to use for quick writing so maybe it should be delegated to calligraphy duty. I found that, while all nibs flow really well, the 1.9mm needs to be held in good contact with the paper or else it can skip a little.
In summary, while I enjoy the 1.5mm the most for its mid-range variation, the 1.1mm is the easiest to write with, while the 1.9mm is more situational and is best used for calligraphy. With all italics I try to hold the nib at a 45 degree angle to the direction of writing. That seems to produce the best results.
One other thing that I have noticed is that italic nibs seem to make your handwriting look better. I have always written in cursive because that's how I was raised but my handwriting isn't the prettiest. Still, using an italic nib gives it a certain degree of polish, I would say. What do you think?