I've been wanting to change the tranny fluid in my car, but just haven't gotten to it. More of a preventative thing for me (no noticeable problems). The biggest thing is that it can be really messy. The job itself isn't hard, but you need to be able to catch all of that fluid and it doesn't come out of a nice little hole like the oil does.
If you are having problems, you may need to take it in. Otherwise you could go through the task of doing it yourself, still have the problem, and then end up having a mechanic drain it again in their activities...
