I just replaced mine on my 99 Chamonix, it is an H3 bulb. On the Chamonix I removed the vanity cover on the bumper and the fog light was held in by 2 phillips screws in the front. I have the dual fog lights so may be different on other models.
Here is how I was able to change the bulb on my front right fog light for a 1995 L400. Pictures help me so I thought I'd add them for reference.
Find the small break in the fins and use a flat blade screwdriver to pop the front cover over. Doing this when it's warm can prevent the aging plastic from cracking.
Each side has a small tab that snaps into the frame.