Got a '00 SSEI with about 43k miles on it. Is it time for a fuel filter already? Wouln't think it'* the O2 sensor and everything else is new. Any ideas?

Typical this time of year.
A/C on....heat pulls timing....traffic idling.....

I average 15 mpg city driving, even though instantaneously I can get much better...30.

Short highway trip today averaged 20 mpg over 1/4 tank of fuel.

Agreed, I think the GM manual calls for fuel filter about every 30k and 02 sensor about every 75k or so.

how easy is it to replace the fuel filter on your own?

...thought I read that the fuel fiter was NOT a regular service item??

Like any filter....it'* a regularly scheduled item. Most people don't keep up on the true maintenance though.

The fuel filter will have far less effect on mileage than an O2. If your O2 is over 50k miles old, or you don't know, change it. They get tired over time.

As mentioned, the heat can have a big effect. A cooler engine runs more efficiently, so a drilled 180° thermostat, O2 sensor, and running with the AC off (do the fan override too) would all help you.

O2 Sensor...where?

On the back of the engine, look at the exhaust pipe, you should see the sensor.