I have removed (and put back on) the rubber shroud on both of my SW02's many times. As mentioned above, it is difficult to remove and even more difficult to put back on. You will need some strong fingers and strong hands to pull/pry it off and put it back on. There is no adhesive to worry about.
I have found the most success removing the rubber shroud by putting the SW02 onto a light, holding onto the light with one hand, and prying the rubber shroud straight off with my thumb or palm of my hand. To put it back on, I push the bottom of the rubber shroud onto the top of the tailcap, then press down while kind of rotating/twisting/turning it onto the switch. Don't get discouraged if/when you fail to completely re-install the shroud the first, second or third time. It takes a bit of work and effort, but it will go back on good as new eventually.
The McClicky switch does not work with the SW02 (as far as I know). I have quite a few McClickie-modified tailcaps. I have not tried to put one into the SW02 because I don't find it necessary to do so. The SW02 works perfectly for me as it is.
The SW02 tailcaps are generally regarded as the most robust and reliable clickies that Surefire has ever made. Both my SW02's have been heavily used for a few years, working flawlessly every time. I would discourage any attempts to modify the guts of them. I know they have a harder press movement than the McClikies, but I dare say they are equally as useful and reliable, which is impressive considering how excellent the McClickies are.:thumbsup: