1. If they aren't leaking fluid, don't change them.
2. No, they are easy to change if you need to.
3. You'll need a flare wrench / line wrench if you decide you need to do this. I think it is a 10mm flare, though I've used a 3/8" wrench as well. Maybe somebody else can chime in here. Anyway, it is a special wrench that you use for brake lines.
4. It is more involved than changing the pads, yes. Way more? Well, here is what you have to do.
4a Support the car, chock the rear wheels
4b Remove the front wheels
4c remove the two bolts holding the caliper to the caliper bracket
4d using your new flare wrench, detach the caliper soft line from the old caliper and from the hard line coming through the fender well
Installation of new calipers is reverse of the above procedure, though you MUST bleed the brakes before driving the vehicle once you open the plumbing.
Again, though - age and mileage are no reason to replace a working caliper. If it leaks, drags or absolutely can not be bled then sure, maybe. Otherwise... Examine your rotors, pads & fluid. They are far more likely to be the cause of sucky braking than anything else.