On my VW diesels, I use a Pella extractor and it works perfectly. Pulls every last drop out (I hope) and makes the filter change pretty simple too.

I agree, you should change the filter each time you change oil.

My Pella 6000 is manually pumped and it works best if the engine is just above warm (not too hot); otherwise, if not warmed up, the oil is super thick and doesn't come through the tubing (ala molasses on a cold January).

If you're going to use an air pump/compressor, you'll still need to warm it up a bit, and you'll also likely finish in 2-3 minutes!

I (knock on wood) never make a mess and small clean ups around the tubing is a breeze. It's nice going through the engine bay (dip stick tube) rather than getting beneath the car.