The first time is a pain, no if's, and's, or but's about it. However, I did change the oil in my Phazer for the second time this summer and i gotta say it was much easier because I know what to expect.
Here are the keys to being able to do it by yourself the first time without feel the need to shoot a Yamaha engineer:
1) have a warm, dry shop, trailer, or living room to work in.
2) Get a K&N replacement filter because it has a hex on the top to tighten and untighten (this is a HUGE help).
3) to get the stock filter off your going to need a small filter wrench. I have many to choose from because I have a lot of toys, but the best one to use is the one Yamaha sells (part # is in your manual) or one just like it. It's about $15 (rip-off!) but in the end it's worth it.
4) the air box bolts are INSIDE the air box, pull the rubber plugs and you'll see them hiding
5) when you finally get the filter unscrewed, DO NOT try pull it out past the frame!! Let it fall down to the belly where you'll already have the belly plate removed in order to drain the crankcase! Install the new one from the bottom as well! Also, there's going to be oil in the filter, and it's going to leak out all over the bottom of your sled. There's not much you can do about it other than try to mop it out with a rag.
6) speaking of draining the crankcase, Yamaha has hired Superman to install all the oil-drain plugs in all their snowmobiles (my Apex was the same way)! So, just when you sure your allen wrench is going to break or you're going to strip the sh#% out of the bolt, it will finally break loose. But it's scary until it does.
6) Patience, Patience, Patience!
I personally do not like to let anyone else work on my sleds (ie: the dealer) unless it's warranty work. Too many bad experiences. But if the above description intimidates you in any way, or if you don't have or don't want to invest in the tools needed to do this job, then I would take it in.
Max