You can change your oil yourself or have it done elsewhere without affecting your warrenty. Just be sure to keep reciepts and keep a record of the mileage and dates of each change so your warrenty requirements are documented.

My TCH came with 4 free oil changes so I'll be going to the dealer for a while. They have a 30 minute oil change bay, if it's not done in 30 minutes, the next oil change is free. Nice.