I am going to be replacing my fuel filter tonight, and I was wondering if there were any tips or tricks to swapping in the new one.

It seems straight forward enough.

Oh, BTW I was assuming the fuel filter is under the vehicle, can someone confirm this??

Thanks.

Fuel filter is under the car towards the rear. Just locate the tank and follow the lines.
Process: Remove gas cap - Disconnect neg. battery cable, place oil pan under filter, wear goggles to remove as fuel may be coming out, replace filter. Reconnect battery cable, replace gas cap, prime ignition few times without starting to fill filter - Done!

you can view the filter location here. don't forget to relieve the fuel pressure at the high pressure end. Put a shop towel over the schreider valve on the fuel rail and push down on the valve.

and it would be a good idea to have a drip pan to catch the gas that will drain from the line when you open it.

and no smoking

Success, thanks for all of the help.

I just changed my filter yesterday. It took me almost 20 minutes to free the rusty threaded connector from the filter. I soaked the sh** out of it with PB blaster and it finally broke loose. Also, don't forget to put a little anti-seize on the threads to make it easier next time.