Are we talking about

Or a recessed exhaust fan?

If its the former, its pretty pud. But since that doesn't make much since to install in a bathroom i imagine you mean the latter.
Most of the headache for that kind of operation is just the design. So you want to pull out air from the bathroom? Where do you want to put it? You need to figure out how to get air from your power source (where you'll install the unit) to where it needs to go (rafters? exterior?) As seven said, if you just have adduct above, then its just installing and a 1 foot vent to the adduct... otherwise, you need to snake some ducting to where you need to go, which can be a pain. If you have sheet-rock, you can count on being able to run from the rafter between your bathroom and the upstairs to the side of the house and there should some room to run the duct up to the adduct or even out of the house

The bad news is to run anything like that you'll need to rip out anything in the way...