I have always had the dealer do it. The oil filter does not seem to jump out at me. Can anyone tell me where it is? Are there any other tricks to be aware of on these cars when changing oil?

It's that big black cap sticking out thru the plastic engine cover on top of the motor. It's right next to the powersteering filler.
I've only seen the filter element available at the MB dealer or online. You'll pull out the filter along with a long plastic part about a foot long.
No tricks I know of. That cap may or may not be removable by hand. They sell a special tool for it, but I used a vise-grip style oil filter wrench and wrapped the filter cover in leather to protect it. The filter and plastic guts just pulled straight out for me, but they were kinda tight, and even tighter going back in with the new filter. My new filter had all the "O" rings too, you'll see 'em when you get it open.

Best oil change DIY in this forum at http://www.peachparts.com/Wikka/OilFilter2

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1999 C280 Sport, 1967 911s Porsche