I think changing brake pads is about as difficult as changing oil.  You
shouldn't even need to bleed the brake lines.
Take off your wheel, remove the two retainer bolts on the caliper, remove
caliper from rotor, remove pads. Reverse order to install.
Somethings recommend removing the cover on the fluid resevoir for when you
are pushing the caliper back.  I generally do, but I'll admit that I have
forgotten to before and everything still went fine.

#I have a 2003 Jeep Grand Cherokee Laredo 4X4 and it's in need of new
#brake pads.  I used to do all my own work on my vehicles up until you
#needed a bazillion specialy tools and a $10K computer to replace
#something.  My Jeep needs brakes and I was wondering if anyone knew if
#there's anything special to consider when doing that on this vehicle
#or is it the same old replace, bleed and go deal?  Don't want to get
#into anything I can't finish but if it's 1/4 the price to do it
#myself, I am more then willing to take the time.

Replace, bleed and go for the most part...

Make sure you get teves pads if you have teves calipers and akebono
pads if you have akebono calipers.  If you have teves calipers, consider
upgrading to akebono calipers.  If you upgrade, get new rotors.  Take
the teves calipers and put them on your TJ.  WJ teves are a upgrade for
the TJ.

Don't chince out on the rotors.  The made-in-china-inc junk will warp
and warp and warp.  Don't bother with vented or slotted rotors--most
of them are made-in-china-inc junk with holes and slots in them so they
will crack or warp on you that much faster.

If you turn the rotors, you MUST match-mark them so that you can put
them back on exactly as they came off.  DC says to use a on-the-car
turning machine...  Unless you have a rotor that looks like a record
alblum from hell, you don't need to turn.  And if you do, I would just
say screw it and get new rotors.  

Use a torque wrench for the bolts.  

The manual says the bolts that hold the caliper in place are single-use
but I've never seen a shop or dealer use new ones unless it was a teves
to akebono upgrade (the kit comes with new bolts).  YMMV.

It's all metric after you get the lug nuts off.

/herb

Don't forget to check the rotors for irregular wear or ripples. They
may need to be machined to assure that they indeed are not warped.
As far as cross drilled, slotted/grooved and ventilated rotors...
Nothing wrong with them. The aforementioned de-gas and also de glaze
the pads under heavy breaking(ie. emergency breaking ) Vented rotors
also help cool the breaks down. Good when pulling a trailer. With the
exception of an odd ball vehicle, all vehicles these days have
ventilated rotors.