As DIYs go, this is about as straightforward and easy as it gets.
Richpark's write-up is good, a couple more points:
- You'll have to remove the air filter housing before you can access the oil filter. There are three nuts, one in front, one in back, and one on the driver's side underneath the housing. All 10mm.
- You can buy a special oil filter socket for the filter from MB, if you want. Probably not necessary, but I have one and use it all the time.
- A torque wrench isn't necessary, if you hand thread the drain bolt in and use a short-handled wrench to get it snug you shouldn't have to worry about overtightening it.
- If you loosen the oil filter about a half-turn (but DON'T remove it), that breaks the seal slightly and allows the oil to drain out of the filter. If you give it about fifteen or twenty minutes for the oil to drain down, you can usually get the filter off with a minimum of spillage.
- Buy lots of the little copper drain washers, and make sure you replace them everytime (or at least every other time). They will help prevent the drain bolt from leaking and ensure a good seal.