Do it yourself, change the tail light assembly on your GMC Sierra, manufactured between the years 2003 and 2006. This replacement can be done fairly easy, using a Phillips screwdriver and about 5 minutes of your time. 
At the beginning, open the tailgate of your car and, using the Phillips screwdriver, remove the two screws marked in the picture below, that hold the tail light assembly.
With these screws removed you will gonna pull the tail light towards the rear of the car. After you release the assembly from the body of the car you will notice the three electrical connectors shown in the next image. They power the light bulbs and you can detach them by twisting those sockets counterclockwise.
At this time you can service the light bulbs or just install the replacement. Be careful how you handle the bulbs. Make sure you do not touch their glass surface, because you might shorter their lifetime. Finish all the replacements needed, then reinstall the tail light assembly into the body of the car. In the end, you just have to secure it with the two Phillips screws and you are ready to go. Those are the steps you need to follow if you wish to remove and replace by yourself the tail light assembly on GMC Sierra, produced between the years 2003 and 2006.