I had zero problem just bringing parts to the shop that I purchased on my own beforehand. I did that with my clutch/fly and my coilovers. I got in touch with them, requested an estimate, and scheduled an appointment to bring the car in. Rolled over there with the parts brand-new-in-box and got the work done.
Granted, I did not get the work done at a dealership, it was done at a local performance aftermarket shop. The labor will almost certainly be cheaper than the dealership service dept rate, and since these type of shops likely swap a lot of clutches the mechanic will probably be quicker/cheaper due to having more experience. How regularly do you think dealership techs have to swap clutches?
The clutch I went with is very close to stock as far as feel and stiffness. It's marginally stiffer than stock, but I was used to it within a week once it was broken-in. I definitely wasn't looking for something racing-oriented or built to hold big power, because my car's a daily and driveability was the top priority. FWIW my car had ~135K on the clock when the clutch was replaced. It actually wasn't slipping too badly and was still drivable, but the slave cylinder/throwout bearing was on its last legs.
As for mechanics not doing installs of parts they didn't sell you...I dunno about that. Maybe they wouldn't cut you a discounted labor rate, but I can't imagine a shop not taking your business if you're ready to get the work done and you've got the parts. Maybe if the parts were dangerously poor quality Ebay stuff and they didn't want to be liable for the parts failing.
[This message has been edited by madd_ag_05 (edited 1/2/2014 1:01p).]