If you're going to keep doing your own oil changes you might want to by one of the special filter removal tools. They are made from high density plastic and fit over the end of the filter. They allow you to attach a wrench to make removal easy, not that it should really be on there super tight anyway.
Semtex is right on with his points as well. Just don't get the oil too hot, it will burn your hand if it splashes on you when your taking out the drain plug. If the engine is cold I just start it up and let it idle a few minutes to get the oil between 100-130F.
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