The cabin air filter, in your 2004 Mercury grand Marquis, is located behind the dashboard on the passenger side. The air filter is directly behind the glove compartment.
The fuel filter for your 2000 Mercury Grand Marquis is located under the car next to the rear left wheel, just pull off the hoses on each end of the filter and be sure that you have the right hose to the inlet of the new filter put on right.
It is about 1/2 way between the engine and tank under the car. It is a simple matter of removing it and replacing it.
For a 1999 Mercury Grand Marquis : ( the engine air filter is Motorcraft FA-1668 )
It is underneath the car, near the left side of the fuel tank.
Its located on the passenger side before the rear axle in the middle of the rear doors
99 G/M has no filter.
That car doesn't have a cabin filter.
The fuel filter is on the driver's side under the car in the frame rail of the car. It is located in the middle of the driver's seat front door and rear door.