I have a stupid question. Where is the oil filter located? Is it up under the plastic cover under the engine? I have been looking and can't see it.

 

Yes, if you were to get under the car, you'll see a cutout in the plastic that makes the oil filter somewhat accessible. Most of us that don't have lifts have found that it's easier (and less messy) to just remove the cover all together...

 

Yep, of all the cars I've ever owned the Z is the easiest to change the oil on by far. Drain plug and oil filter are both extremely easy to access once you remove that plastic under cover.