Sorry, I missed your other questions...
Changing the air filter is easy once you figure out how to hold your face right to get that @%!@#$ cover back on. But then, looks like you've already figured that out ;)
The hardest thing I found changing the plugs was getting the OEM wires off. They have shields that clip onto the plugs, and sometimes they're a real PITA to get off. After looking at the VR6 tools, I made one. If you do, careful to remove the burrs and still be careful not to nick the wires.
formatting link
The Bosch silbers (that's spelt correctly BTW) are the spec'd plug for this car, but I've had decent luck with the coppers. They wear quicker tho'. Some have had good luck with the newer Bosch platinum plugs, which I think is what I'm using now.
Food for thought, and literally YMMV, but even tho' the car is spec'd for 87 octane I found in a relatively unscientific test that the car got better fuel economy (3-5%) and ran better (my relatively un-carish spousal unit noticed the difference and I didn't tell her, ride with her or anything) with 89. She wondered what I'd done to the car! No difference with the 91+ stuff.
Oil filter is pretty simple. Just gotta have 3 elbows to get at it ;) Pretty normal actually.
Fuel filter isn't spec'd to ever be replaced, but I've been doing it every 45k-miles or so. But be careful. The hoses going into to it can be spendy to replace. Had to get my front hose/tube replaced. Expensive for just a stinkin' plastic tube with a hose crimped on the ends. Would just cut off the back hose and slipped on a new one, but didn't feel comfortable doing that without a barb on the end of the tube. Couldn't find any repair kits for this size tube either ;(
Sounds like you're making good progress. Good luck!
Mark '95 Jetta GLS