I recomend changing BOTH calipers at once... just so both are done and to maintain braking performance. Most repair shops will say the same.

Buying a caliper (or calipers) at autozone would be cheaper... and they are relatively easy to change. You can also rebuild the caliper yourself with a rebuild kit, but its kind of a pain if you dont know what you're doing. The autozone calipers will have a lifetime warranty too, which is nice. The rear calipers are kind of a pain because you have to deal with the ebrake cables as well. If you do all this yourself, pick up a manual as well (good investment if you plan on doing any work to the car yourself). Also, check your pads and rotors, as its a very good time to replace them.

For $160, you should be able to replace BOTH calipers, pads and even the rotors if you do the work yourself.