I did this a few weeks ago. Not too bad of a job. As bawareca says, the fuel filter is roughly located under the driver's left foot.
Doing the job on ramps gave me more room, and made things easier, but is not essential.
Some have recommended pulling the fuse to the fuel pump and letting the car stall out to drop the fuel line pressure before starting the job. I did not do this, and didn't find the fuel pressure to result in excessive fuel "spurting" when undoing things. Also, some have recommended getting a quart of diesel and "pre-filling" the new cartridge with diesel so that there is less air in the line after the job. I didn't do this either. Another site found a TIS manual that said that putting the ignition to position 1 for 30 seconds or so (not starting the car, but having all the electronics turn on) will turn on the fuel pump, pressurize the system, and vent out the air. I did this 3-4 times after the repair before actually starting the car. Nonetheless, my first start did take about 4-5 seconds before the car started, and the second start seemed to take about 3-4 seconds. Since then it's been back to normal.
In my view, the hardest part was removing the various plastic skid panels on the bottom of the car to gain access to the fuel filter, and then remembering which bolts (you'll end up removing around 15 bolts - mixture of mostly 8 and 10 mm, I think) fit which holes. Honestly, I'd sketch out the shape of the skid plates, and mark which bolt goes where. If I recall correctly, there are 3 plastic sections that cover this area, and you will need to remove the 2 that are the most forward, and loosen the third panel. Also, under the rocker panels there are a number of round plastic clips that need to be pulled out. I was able to re-use all the rocker panel clips, but I was actually surprised that I didn't break one or two broke during the removal process. I just grabbed the ridge that runs through the center of the round face of the clip with needle nose pliers and gave it a good downward yank.
After removing the plastic skid plates, the fuel filter will be easily recognizable in a bracket mounted to the frame. As said above, the location is roughly below the driver's left foot (US car). The filter cartridge is part #2 in the pic below. Part 1 is the cartridge and heater unit together, but all you'll be doing is replacing the cartridge. Remove the two nut/bolt assemblies that go through the clamps (clamp is part #5, the nut/bolts go through the hole labeled as #6) and the fuel filter assembly is freed up.
Remove the clip (part 3) to separate the filter cartridge from the heating unit. Old diesel will spill out. Save and re-use the rubber gasket that seals between the cartridge and heating unit. Take the 2 rubber rings that help support the cartridge in the frame (part 4 above) from the old filter and put them on the new filter. You
don't need to touch the proximal (i.e. - coming from the rear of the car) fuel line where it connects to the heating unit (near part 10 above). FYI - part 10 is an electrical connection to the heating unit. If I recall correctly, removing that electrical connection allowed me to manipulate the fuel filter more easily for cartridge replacement. Push the release clamps on the connector assembly and the wire bundle should slide off easily. Remove the distal (i.e. - going to the engine) fuel line from the old filter, and put it on the new. My distal fuel connection had a screw/worm connector, but I've heard others say they had an Oetiker type clip that requires a special wrench (here is
an Amazon link if needed for the wrench) for removal and re-use. If you have the Oetiker clamp and don't want to hassle with getting and using the special wrench, you can also pinch cut off the old clamp with cutters, and replace with a fuel line screw clamp that has a smooth clamp which won't cut into the fuel line. Anyway, mine had a worm clamp with a smooth ring, so it was easy to remove and reuse. Remount the cartridge, re-attach the skid plates, and you're all set.
See the note above about doing a few 30 second cycles of ignition position 1 for pressurizing and venting the fuel system.
Hope that helps.
Regards.