I find that using an exam or rubber glove helps grip the trim ring as you press it up and turn to disengage it; ditto for replacement, but I've ran into some pretty stubborn rings, because as Tim mentions, the ceiling material can push back hard, or the fixture may be imperceptibly mismounted in a cabinet. If you have some anti-skid shelf material commonly sold for RVs, you can try that in lieu of gloves.
As 2bucks said, don't touch a halogen lamp; the oils from your fingers can shorten its life, just like a halogen headlamp for your car. Handle the bulb using either the same gloves you use for the trim ring, or keep the little bag the lamp comes in between the bulb and your fingers when installing.
If you can convert to LEDs, like Jim did, do it at least for the heat elimination, but they'll greatly reduce battery drain when dry-camping also. Just make sure you get the right ones and that they are dimmable like the halogens; like fluorescents, LEDs require a minimum amount of juice to work at all, and won't always respond to dimming circuits. Bulk purchase online is probably the only real cost-efficient option.
Joel