Transmission & Differential - how do you change tranz fluid?

do you just drain and fill or does anyone have their own flush machine? i've heard machines can trap air in the tranny, true? what about running the cooler lines into a container while simultaneously filling? my manual says to drain and thrice in order to completely flush, but that wont get it all out......
anything else helps
thanks

automatic right? if so, take it somewhere and get it flushed. its not really worth trying yourself.