I recently purchased a 2006 Pontiac Montana and the dealership seems to have a done a pretty good job with pre-lot reconditioning. The filters were changed, oil, and a new battery and tires were put on the vehicle as well as the warranty being fairly comprehensive. I' am however hesitant about changing the transmission fluid because the vehicle has around 96k on it and I have no maintaince records. I know that if I do have it changed that it should be a complete change with the filter and not a flush but I just want to make sure I don't do more harm than good.
I completely understand your hesitancy to not change or flush your transmission. The issue can be that after a long period of not having your transmission fluid changed, the wear spots in the soft parts begin to collect crud (for a lack of a better term) which is actually allowing the transmission to work properly. When you do a tranny flush, you wash away these areas which causes larger gaps in the soft parts. While you won't feel any issue right away, the transmission will start losing more and more of its soft parts, causing to slip more, which will ultimately cause it to fail. At least that's the theory.
It's always a crap shoot to change unknown transmission fluid. Sometimes it can be just fine. Other times you'll inadvertently cause the death of your transmission.
Pull the transmission dipstick and smell the transmission fluid. If it doesn't smell burnt, you are probably in good shape. You can probably assume the transmission fluid has been changed before. If it smells burnt, you will probably want to change it, but do as you said and not do a flush, but rather drain and change the filter. This is a little bit more of a hassle, but should not cause the issues I described above.
The transmission can only benefit from a fluid and filter change if it is done correctly, ensuring that no contaminants get into the new fluid and that a quality filter and fluid is installed. Generally a fluid change cannot totally change all the fluid since there is a large amount that gets left in the torque converter, so some recommend performing a second change after a short period. Ensure that the correct procedure is carried out when refilling the transmission, this usually entails moving the selector between all the gears while adding the final amount of fluid whilst also making sure the fluid and transmission is cool.