We have a 2001 bonneville 3800 V6 and we need to change the fuel filter. Is it under pressure even when the key is off?

A little bit. I would disconnect the battery before you replace the fuel filter(you can never be TOO careful). And make sure you have plenty of rags or newspaper around cause sometimes it can be a little messy. Just crack the connection and let the gas flow into a container and then you're good to go.

Remove the gas cap to release the pressure, the filter is located on the drivers side rear, just below the rear door.

Turn the key to on and then off a few times to prime the fuel pump after the change before starting the car.