I just replaced mine, just behind the top of the radiator, a hose runs from left to right. This hose is also just below the air filter box and the battery box and therefore difficult to see. Just about at the right end of the air filter box the hose has a hard plastic T pipe that branches off in a downward direction. At the lower end of this you'll find the thermostat mounted on a triangular flange and held in place with 3 bolts. The output of this then transitions into about 4" length of hose again before transitioning to an matal pipe that is kind of J shaped. The lower 4" section of hose is held in place by two spring clips, these are a pain to get to by the way. I found it easiest to remove the hose from the thermostat with it still bolted in place, similarly I bolted the new thermostat in place before replacing the hose. This way you have something relatively solid to pull or push the hose against. With that said the J pipe is also a tight fit in the space so none of this is easy to get to, it doesn't help that there is some kind of sensor mounted on the engine just adjacent to the J pipe.
For reference mine is a 2003 2.5L engine.
One more thought! I recently had the water pump replaced and therefore assumed the thermostat was responsible for my overheating. Having just replaced the thermostat and refilled with fluid I just found one of the pipe connections on the coolant reservoir had broken off resulting in a loss of pressure therefore allowing the coolant to boil. Unfortunately I didn't fill it before hand assuming it was the stat and not wanting to have all that fluid drain when I took the stat off. So my thermostat replacement efforts were likely all for nothing!