OK, I know this is a dumb question, but where is the cabin air filter located, and how hard is it to inspect/change?

 

Engine compartment, passenger side between the firewall and windshield. They don't come with one and I hear that they get dirty real fast. I don't have one but I've seen lists of different brand/part numbers for them.

 

It is under the windshield cowl. Lift the hood, raise or remove the passenger wiper, remove the cowl buttons or screws, remove the cowl, and there it is. It may not be there. It may be just an empty track to place one in. Take some measurement and go to the parts store. They may not have a listed one in stock but with the measurements you may find a substitute that can be adapted.

 

I'll add some stuff. Mine is a 2002 Escape XLS 2.0L I4 5MT... I would guess the cabin filter airbox is the same as your 2003 XLT.

Use the ignition switch to cycle the windshield wipers so that they stay in the up position & out of the way... you don't need to remove the wiper arms. Pry the plastic screw cover buttons very carefully. Otherwise you may ruin them or scratch the plastic cowl.... new buttons are available at the dealerr. There's a cowl gasket or weatherstripping, so pry it off carefully from either the cowl or the car, leaving it stuck to one or the other. When I did mine, there was a bunch of debris that needed vacuuming out. I installed a MicroGard GA20070 air filter... It's just an air filter & not labeled as a cabin air filter, and I don't know if there's a difference or if it matters.

Using the Wix cross reference to find a match for the Microgard filter I used:
Wix 42136 = MicroGard GA20070

The Wix cross-reference shows these as being the correct cabin filter:
Wix 24816 = Fram CF10137