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If you have experience working with electricity and carpentry, you may want to try installing recessed lighting yourself. (If not, call a licensed electrician to get the job done right.)
The most important part is planning ahead. Measure your room and plot it on graph paper, showing the positions of furniture, counters and other relatively fixed items. Then do some thinking: What do you want the recessed light fixtures to accomplish? Be aware that codes prohibit mounting recessed lights too close to a wall.
Once you've chosen your fixtures, the next bit of planning involves finding a circuit in your home that's available, won't be overworked by the added load of the new lights and preferably is already close to the space you're going to use.
You'll need to fish the wiring up into the ceiling (it helps a lot if you have access through the attic, but it's not absolutely necessary).
There are two types of "cans" or housings for recessed lighting. A standard kind is mounted right next to a joist. "Remodeling" cans are sturdier and can be mounted into a hole anywhere in the ceiling drywall.