Lots of good advice here.
This is going to be kind of a personal issue because folks are going to come into the issue with different priorities. There is no right answer.
I race cars so I change brake pads all the time, but I can also be pretty darn lazy. So if I had to choose between me changing the pads on the daily driver, and paying an oil change/muffler/tire shop $50 to do it, I'd prob pay the $50. But more than that, and I'd do it myself. I'm lazy, but I'm also cheap.
The dealer. Some folks are tightly wedded to getting their maint done at the dealer. Certainly if the car is under warranty, then getting the work done at a dealer deserves a 2nd look. But swapping brake pads is a pretty no-account job so if there's any work that fits poorly the "take it to dealer and suck up the additional cost", it's replacing brake pads.
The local trusted shop. It's always a good thing to find a local independent shop that knows your type of car and you grow to trust. In my experience a good independent shop has better mechanics then the dealer. Certainly better then the JV team that I always seem to get at the dealer. So maybe the brake pad swap could be the start of the relationship between you and a local shop.
Buying new brake pads. People get over-excited about brake pads because enthusiasts are always looking for ways to waste money. Go to Rock Auto, look up your car, and pick some cheap brake pads that are listed as OEM equivalent. Until the day comes that you put your car on a race track, those will be fine.
If you have a teenage son, do the work together. Fine dad-kid bonding activity.
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