Here's a nice little vide that shows you the basics:

Here are a couple of things not discussed:

* If you don't have access to a lift, you will probably need a floor jack and (to be safe) jack stands to give you enough access to crawl underneath the car. If you're cheap, you can also drive the car onto a curb (or something like that) to give you the same access to the underneath. Just be sure the car's stable. Getting crushed over a $30 oil & filter changeout is not the way you want to go out!

* On some cars, accessing the filter can be tricky. One thing you can try, to improve access, is to use your floor jack to raise the body up enough so you can gain access through the inner fender. As you jack up the body, the wheel/tire will lower. (Just be sure not to put the jack under the control arm!)

* If the filter's in a really tight spot and you can't get a wrench on it, you can just use a screwdriver. Get a hammer and punch it through the side of the filter (be sure your catch pan is nearby!). Use the leverage of the screwdriver to turn the filter out. Yes, this will destroy the old filter. But you're replacing it, so who cares?

* Be careful not to overtighten either the oil pan drain bolt or the filter. It is fairly easy to strip the oil pan drain bolt (a huge pain in the ass if you do) and the filter may leak if you overtighten it - and it absolutely will be a PITAS to remove at your next oil/filter change. "Hand tight" is just right for both.

* Put some oil in the new filter before you install it. This will keep the engine from sucking air for the first few seconds after start-up.

* Be absolutely sure you put enough oil in - of the right type and weight. Double check everything. Too much - or tool little - oil (or oil that doesn't meet the manufacturer's specifications) can cause you all kinds of trouble...