Absolutely! Pick out the door lock assembly from any hardware-store.
most people can do this. it requires a screwdriver to take out the old lock, and to install the new one.
it's easy.
$15 dollars and a Philips screw driver, it takes about 5 minuets to swap the knob out as long as the bolt style is comparable. Add 5 more minutes if you need to swap the door bolt out. (some are square and some are slotted through the bolt)
I currently have a normal lock on my bedroom door but want to change it to the type where I can lock the door with a key when I leave my house. Is this something I can simply do myself?