If you want to change the spark plugs, there are a couple of step-by-step writeups on this forum to help you out. Take your time & it should go fine. Or get a mechanically inclined friend to help.
http://www.fordedgeforum.com/topic/8724-sparkplug-replacement-job-info-with-photos/
Haven't heard of the coils catching fire, maybe on other makes & models? BUT, yeah, if the coils wear out (excessive resistance in the circuit), the PCM can eventually fry, which would potentially account for the $2,800 fix the mechanic was referring to. This TSB (which officially applies to 2007-2008 MYs) should help:
http://www.revbase.com/BBBMotor/TSb/DownloadPdf?id=176650