Changing the air filter is pretty straight forward. Rover recommend 12k mile filter changes. If you are a performance nut or happen to live in a dusty area then you may want to change them more frequently.
K&N filters can be a cost effective alternative as they are cleanable. When cleaning them don’t overoil them as this can possibly damage the MAF sensor on the 25/45 etc cars. The filters are usually most cheaply available from landrover specialists as they also fit the freelander L series diesel.
Other aftermarket filters may offer performance benefits but they are almost always more noisy. The standard air box is designed to minimise induction noise and does a pretty good job.