Change a Primary Key from Nonclustered to Clustered

1) Drop the existing clustered index first (IX_TableX_FieldB):

   DROP INDEX TableX.IX_TableX_FieldB

2) Create a (temporary) UNIQUE constraint on the unique fields referenced in the primary key

    ALTER TABLE TableX
    ADD CONSTRAINT UQ_TableX UNIQUE(FieldA)

3) Drop the PRIMARY KEY

    ALTER TABLE TableX
    DROP CONSTRAINT PK_TableX

4) Recreate the PRIMARY KEY as CLUSTERED

   ALTER TABLE TableX
   ADD CONSTRAINT PK_TableX PRIMARY KEY CLUSTERED(FieldA)

5) Drop the temporary UNIQUE constraint

   ALTER TABLE TableX
   DROP CONSTRAINT UQ_TableX

6) Add the IX_TableX_FieldB back on as NONCLUSTERED

   CREATE NONCLUSTERED INDEX IX_TableX_FieldB ON TableX(FieldB)

I know this is old but this will script out all the FK drops, the pk drop, the pk recreate, the FK recreates. Replace MYTABLE with your table name.

   IF  EXISTS (SELECT * FROM sys.tables WHERE object_id = OBJECT_ID(N'[dbo].[FKAgainstTableList]'))
BEGIN 
    DROP TABLE FKAgainstTableList
END
--CREATE TABLE FKAgainstTableList (ForeignKey VARCHAR(30),[Table] VARCHAR(30))
DECLARE @PKTableName VARCHAR(100), 
        @PKName varchar(100),
        @FKName varchar(100),
        @sql varchar(max),
        @PKcolumnName varchar(30),
        @table VARCHAR(100),
        @FKColumnName VARCHAR(100), 
        @parentColumnNumber int
SET @PKTableName = 'MYTABLE'
set @PKName = (SELECT name FROM sys.indexes WHERE OBJECT_NAME(object_id) = @PKTableName AND is_primary_key = 1)
set @PKcolumnName = (SELECT name FROM sys.columns WHERE OBJECT_NAME(object_id) = @PKTableName AND is_identity =1)
PRINT @PKcolumnName

 SELECT  OBJECT_NAME(sys.foreign_key_columns.parent_object_id) [Table],sys.columns.name [FKColumnName],sys.foreign_keys.name [FKName] 
    INTO FKAgainstTableList
    FROM sys.foreign_keys INNER JOIN sys.foreign_key_columns 
    ON sys.foreign_keys.object_id = sys.foreign_key_columns.constraint_object_id
    INNER JOIN sys.columns ON sys.columns.object_id = sys.foreign_keys.parent_object_id AND sys.columns.column_id = sys.foreign_key_columns.parent_column_id
    WHERE OBJECT_NAME(sys.foreign_keys.referenced_object_id) = @PKTableName


DECLARE table_cur1 CURSOR  FOR
    SELECT  * FROM FKAgainstTableList

    PRINT @sql

-------------------------------Disable constraint on FK Tables
OPEN table_cur1
FETCH NEXT FROM table_cur1 INTO @table,@FKColumnName,@FKName
WHILE   @@FETCH_STATUS = 0
    BEGIN
        SET @sql ='ALTER TABLE '+@table+' DROP CONSTRAINT '+ @FKName
        PRINT @sql
        FETCH NEXT FROM table_cur1 INTO @table,@FKColumnName,@FKName
    END
CLOSE table_cur1
DEALLOCATE table_cur1
--------------------------------DROP AND recreate CLUSTERED pk
IF  EXISTS (SELECT 1 FROM sys.indexes WHERE object_id = OBJECT_ID(@PKTableName) AND name = @PKName)
BEGIN
    SET @sql = 'ALTER TABLE '+@PKTableName+' DROP CONSTRAINT '+ @PKName
    PRINT @sql

END
SET @sql = 'ALTER TABLE '+@PKTableName +' ADD  CONSTRAINT '+@PKName+' PRIMARY KEY CLUSTERED ('+@PKcolumnName+' ASC)
WITH (PAD_INDEX  = OFF, STATISTICS_NORECOMPUTE  = OFF, SORT_IN_TEMPDB = OFF, IGNORE_DUP_KEY = OFF, ONLINE = OFF, ALLOW_ROW_LOCKS  = ON, ALLOW_PAGE_LOCKS  = ON, FILLFACTOR = 80) ON [PRIMARY]'
PRINT(@sql)

--------------------------------Enable FK constraints on FK tables.
DECLARE table_cur2 CURSOR  FOR
    SELECT  * FROM FKAgainstTableList
OPEN table_cur2
FETCH NEXT FROM table_cur2 INTO @table,@FKColumnName,@FKName
WHILE   @@FETCH_STATUS = 0
    BEGIN
        SET @sql = 'ALTER TABLE '+@table+' WITH NOCHECK ADD  CONSTRAINT  '+ @FKName+' FOREIGN KEY(['+@FKColumnName+'])
        REFERENCES ['+@PKTableName+'] (['+@PKcolumnName+'])'
        PRINT(@sql)
        SET @sql = 'ALTER TABLE '+@table+' CHECK CONSTRAINT  '+@FKName
        PRINT(@sql)

        FETCH NEXT FROM table_cur2 INTO @table,@FKColumnName,@FKName

         END
CLOSE table_cur2
DEALLOCATE table_cur2
DROP TABLE FKAgainstTableList

Here's a shortcut to overwrite the original key:

CREATE UNIQUE CLUSTERED INDEX [pk_name] ON [table_name]([id])
WITH DROP_EXISTING

And as mentioned in other answers you will still need to drop/re-add foreign constraints if present.