The headlights in your 2002 GMC Yukon Denali are very simple to replace, requiring no tools. This should take a mere five minutes of your time. Headlight replacement is the same in all Yukon models sold from 2001 through 2006 and will also work for the Chevrolet Tahoe.
Step 1: Open the hood and look at the top portion of the headlight assembly to find the retaining pins. Each headlight assembly has two pins.
Step 2: Twist the outer pin outward, then pull it up. Twist the inner pin inward, then pull it up.
Step 3: Pull the headlight assembly from the front of the Yukon. Examine the rear of the assembly to find the low-beam and high-beam headlights. The high-beam headlight is the outside bulb module; the low-beam light is the inside bulb module.