Check out this video DIY tutorial for changing the engine air filter element in a 2nd generation 2000, 2001, 2002, 2003, 2004, 2005 and 2006 GM Chevrolet Tahoe.
The procedure should be the same for the Silverado, Suburban, Avalanche, GMC Yukon, Sierra, Hummer H2 and the Cadillac Escalade.
Here is the full detailed tutorial –
2000-2006 GM Chevy Tahoe Engine Air Filter Replacement Guide
Here are all of the guides for this vehicle –
2000-2006 GM Chevy Tahoe DIY Repair & Maintenance Tutorials