I have an '03 EXPY and I went with this kit from Summit Racing
http://tinyurl.com/yuhxk
This is how it looks mounted on our truck.
It's a dual filter set-up. Is a dual filter necessary? Not really, but the price was right and I thought the extra filtration couldn't hurt since I use synthetic and leave the oil in the engine a lot longer.
You can do it yourself, but you'll need a drill. If you want to mount it where I did, you will need to drill into the frame to mount it.
If you are local, I could help you with install.
There only downside for remotely relocating your filter is new points where possible oil leaks can occur, but this is dependent on the quality of the install. For the most part, a good installation won't yield any leaks. Keep in mind that the Ford factory relocationg kit provides just as many points for leaking as well, so it's more the installation than the kit.
Amsoil also sells a kit which also includes a very fine 5 micron filter (I think) that really cleans the oil, but that kit costs upwards of $200 - too much for me.
JC Whitney also has a kit that can either be single or dual (like the one above).
Good luck.