1) No I haven't attempted to change my filter as I think the part is buried in the dash. DIY jobs on a W140 are limited to simple maintenance procedures. Also DIY on a W140 may lead to breaking a small fitting that requires replacing an entire assembly.
2) On my S420, I had both cats replaced, center muffler, rear muffler replaced at around 45k miles because of a sulfur smell. In addition I had the MAF sensor replaced + O2 sensors. I think the best way to have the system replaced is by a muffler shop who can do the job right. Also, it is imperative to have the Mercedes or OEM cats installed as a simple electrical hickup can lead to spending thousands on diagnosis and repair. Having a lift is necessary for this job, wouldnt attempt to do this on stands. I woudnt change the cats for looks alone unless they have a functional problem.