I need to change the air filter for my 2002 330ci. Should I just go have the dealer do it, or can I save a lot of money by buying my own filter and do it myself? If I should do it myself, which kind of air filter do you guys recommend, and would i need any special tools? Thanks.

You can do it yourself with a little patience. Use any common brand, including original equipment.

how do u know u need to change it if u dont even know how to take it out to look to see if its dirty?

I know on my e36 it's right on top. You just undo two plastic clips and the entire filter housing thing slides out. Easy as cake. Are they different on the e46?

Yeah, did you drive through a dust cloud or something? Usually the air filter is part of some kind of regularly scheduled maintenance, not something you just replace out of the blue...