Your thermostat is located inside the thermostat housing at the end of the upper radiator hose, on the back of the engine. Just find your upper radiator hose and follow it to the engine. It's hooked to the thermostat housing. easy... now comes the fun...
To replace your thermostat, you have to remove the air intake duct (which mean unplug all your sensors on it, MAF etc). That should give you better access to the housing.
You still have the throttle body right above the housing, and you may have to remove it too for better access and that sucks...(it involves disconnecting some coolant bypass lines...make sure you drain your radiator before you do so)
You pretty much have to take off the throttle body to access the thermostat housing. A great help would be to pick up a new gasket to replace the one between the throtle body and engine BEFORE you find out you have damaged the old gasket. Also, some carb cleaner helps take the deposits out of the throttle body.
Once you have that done remove the thermostat housing (after you unplug the coolant temperature sensor) and have some towels and a bucket ready as coolant will be coming out of it.
Remove the old thermostat, remove the old gasket if necessary, and put the new thermostat with the new gasket in there (with the spring pointing toward the engine). Put some RTV sealant on the housing bolt it back on there, and put the throttle body back as well as the air duct and all the sensors. Refill your radiator, turn your engine on and check for leaks.
hope this helps