There are a few DIY for the spoiler removal of the coupe, but not for the sedan. This is a pretty simple mod. This is not to go wingless but rather to swap an 09 clear third brake light to an 08 red one (which also has been covered extensively for the coupe, but not the sedan).
Here is how the car looks before w/ the clear third brake light:
First step is to take out these two bolts. 10 mm socket wrench works best.
Next is two nuts and the third brake light. Also used a 10mm for this.

Close up:

The line for the brake light hides:

The second nut is behind it:
The next step is a little scary. The spoiler is now connected to a few clips; you have to forcefully remove it form the trunk. What I did was I grabbed both ends of the wing and basically just yanked up. You'll hear a loud popping noise and you might
For anyone who is wondering, here is now many holes you'll have for the sedan, in case you decide to go wingless:

That big ******* hole is for the third brake light.
Wingless 09 Si!
Continuing..
Remove the third brake light, use a phillips screw driver.

As you can see the ends are different, so you need to splice the wires for the brake light to fit.

Cut out the rubber housing (red arrow), twist the wires together and solder. I looked up how to solder online (YouTube). Not too bad for my first time IMO. Pretty easy to do.
After this I electrical taped each wire separately and then taped them together (it is bad to have the wires touching!).
Plug in the brake light (without the wing) to ensure that it is working fine. You do not wanna put the wing on to discover you messed up and have to take it off again.
Screw the light back on.
THE COUPE LIGHT WILL FIT THE SEDAN, THE SEDAN LIGHT WILL FIT THE COUPE.

Replace the wing and enjoy.
Good luck!