I just finished my first oil change yesterday. This FAQ link was a big help, especially the part about priming the pump before firing her up after the change.
Some comments: firstly, there are way more than the 19+21 screws mentioned elssewhere in this thread - we counted 60 altogether. Next, I did my change at a buddy's shop, and we found that backing the car onto his alignment pit gave fantstic access to everything. This really made it so easy. Lastly, we found a cat collar inside of the undertray, complete with a little tinkle bell! I had a vision of a chewed-up kitty going round and round in the engine pullies, but my wife pointed out that it had probably somehow got stuck and simply pulled off the collar to free itseslf - a more likely scenario, but a less vivd image! So, if any previous owner of 2006 blue #1853 wants his pet's collar back, let me know. Also, if there's anyone in Houston looking for an easy oil change, let me know and I'll hook you up with Henrik who let me use his shop. Thanks to all previous posters on this thread for providing good background info.