Not as messy as in a car with no sump drain if you don't suck out the fluid.
As a counterpoint to P E H, I just changed the fluid in the Caravan. Drain pan, replace filter, fill pan, lead a clear hose from the cooler output to a graduated container (preferrably a PhD), fill the tranny at the rate fluid fills the container until what's coming out is as clean as what's going in.
I flused the cooling system of the SDL in a similar way the other day. Direct the upper hose into a container and keep filling the reservoir until clean water comes out of the upper hose. Everything looked clean and oil free so I didn't use citric acid or dishwashing soap. Heck, that's why I pay the extra $2-3 for MB fluid