If you are just replacing the brackets (not bushings), then I would just support the sway bar against the the frame (as Eric Animal mentions), though this is not critical. If you have a new bushing, it is sometimes a little difficult to get the bolts initially threaded. Once started, the new bushing compresses alot to form a tight hold on the sway bar. If you are using your old bushings, they are likely somewhat formed/compressed, and this will likely not be of any difficulty.
I would not loosen the end-links for this purpose, no need to IMO. Alignment won't be affected.