I have removed tens of air bags from cars that we burn at our Fire Training Center. There is nothiing to be overly concerned about, just disconnect the battery, before hand, and with GM products, just be aware of the locking clip (usually a small yellow clip)needs to be removed first, on the plug from the air bag to the steering column.
When you store the air bad make sure you put it down the same way it is installed in the car. With some testing, we had found that an upside down air bag (one that has the bag facing the ground) can litterly go nearly 25 ft in the air when detonated.