There are probably more appropriate ways to do this, but this is what I did. No pictures, sorry the job is already finished
Difficulty: 1/10
Time: ~Hour
Products needed:
-Switch with pos/neg connections (bought mine at pep boys for ~$8)
-Wiring (already had some $0)
-Heat shrink splice connectors (~$3)
-Wire terminal connectors (as shown in picture from my car) (~$3)
Tools needed:
-Wire cutters.
-Wire strippers.
-Blow torch lighter (preferably), or a regular lighter (much harder to work with in the small spaces), to melt (heat shrink) the ends of the wires closed for protection.
-Black tape, in case you want extra protection.
-Thin small screw driver, to pop the flat rectangle plastic switch placer thing.
-Drill with bits, to drill the hole for the switch to fit through the empty plastic switch spot.
-Sand paper, to flatten down the edges of the drilled hole.
I added pictures of what I bought. I originally had the red cover on the switch but it ended up looking too tacky so I took that off.
How to (the way I did):
1. First take out the fuse for your lighter, because after all it is still active.
2. From there, you will want to take off the plastic around the cigarette lighter. There are two screws within the flip open holder and I believe one or two more within that area. Basically just take off as much as you can in the small spot so you can access the positive and negative wires that connect to the lighter.
3. Take off the whole plastic strip that holds down the window button. All it needs is a little nudge up with a screw driver and the whole thing will come up along with the window switch.
4. Pop out the existing rectangle switch cover. Take apart the switch you bought and find a drill bit size that will suit the switches fitment. Make sure you do it in the center, double check a few times to match it up because it's a pretty snug fit. I started really small and went bigger with the drill bit size to make sure it would align up right. I put the plastic piece flat squeezed in a vice, so I could drill down. After you drill the hole you will probably need to sand around the under side because the heat of the drill may have melted the plastic (so slightly) just enough that it could make putting the switch on uneven. From there you can put the switch together with the plastic piece and pop it in to make sure it fits.
5. Now for the wiring. I don't remember what size I used, 14? 16? I don't remember exactly. But you'll need about 3' feet or so, I made mine longer in case of mess-ups. [Read this over first] The incoming positive wire coming from the car will go straight to the switch, and the outgoing end of the switche's wire will go to the outlet. The negative cable connecting to the outlet does not change.
So, splice the positive wire that connects to the cigarette outlet. With the positive wire that comes from within the car, splice and heat shrink the new wire to that which will connect to one of the switch's connectors. Be sure to wire it under the console
. Attach a wire terminal connector to the end of that which will connect to the one of the ends of the switch, it does not matter which switch end you connect it to. Then vuala, you're halfway there. Now attach another wire with a terminal connector to the other switch connector, and this will connect to the cigarette outlet's spliced wire with another heat shrink connector.
Once you do that you should be all good to go and put back together. Hopefully I worded this correctly, It really is easy, but I dislike electrical things. Oh, and don't forget to put your fuse back in. I drew a quick diagram of what this looks like from a perspective.
DIY'd a cigarette lighter switch (Updated) with tutorial) 
SWEET! 
Linear Mode
