"Car Talk" has a great chart that lists common car repairs along with the risk of doing it yourself. Changing break pads is considered a medium risk to yourself & car as well as a medium level of difficulty. Here's the chart:
http://www.cartalk.com/content/diy/death-matrix.html
If you do end up doing it yourself, I hear they do need to be "broken in" when you first drive it. This means that breaking ability will be more limited than usual at first.
Here is a short article about how to change break pads:
http://www.edmunds.com/ownership/howto/articles/43787/article.html