Hi Strafer. The fuel filter is on the driver's side of the vehicle, below the master cylinder. Honda doesn't seem to recommend filter replacement on a regular basis. The workshop manual says,
"The fuel filter should be replaced whenever the fuel pressure drops below the specified value [(38-48 psi) with the fuel pressure regulator vacuum hose disconnected and pinched] after making sure that the fuel pump and the fuel pressure regulator are OK."
The procedure from the workshop manual sounds really simple:
1. Place a towel under and around the fuel filter.
2. Relieve fuel pressure. (Release pressure from the system by loosening the 6 mm service bolt on the side of the fuel rail.)
3. Remove the special bolt and the fuel feed pipe from the fuel filter while supporting it with another wrench.
4. Remove the fuel filter clamp and fuel filter.
5. When assembling, use new washers. (Clean the flared joint of high pressure hoses thoroughly before reconnecting them.)
It sounds simple, but for me this was a really tough job - and I tackled it with the engine out. Even with the engine removed, access was very tight.
This post recommends using a crows foot wrench to help with the procedure. (Unfortunately the pictures from the original post no longer appear):
http://www.odyclub.com/forums/28-1995-1998-odyssey/39339-how-change-fuel-filter-our-vans.html
In retrospect this was probably the toughest DIY job I've done on the Odyssey. I usually hate it when a question about how to do something is answered with "take it to a mechanic" but in this case you might find the satisfaction and cost savings of doing it yourself outweighed by the annoyance of dealing with some really inaccessible bolts and fittings.