I think they just check the car at 1000 miles and change the oil at the next interval. Although I don't think my dealership changed my oil when I took it in again at 5000 miles, because at 7500 miles, I decided to switch to synthetic and when I emptied the old oil, it came out all black. I don't think the oil should be black after only 2500 miles of driving.
Sythetic oil is the way to go if you want to keep your car for a long time. If you watch Motorweek, Pat Goss said that he got a chance to look at the Mercedes engine with the 1,000,000+ miles on it and it looked absolutely brand new and the owner had used synthetic from day one.
Just change the oil at every 7500 miles and you're fine, that's assuming you're using sythetic. Change it sooner if you have a supercharger.
The check ups at the dealership is a rip off because they don't really do anything. All they do is "check". I think you only really need to bring it in once your car gets up to the 50,000+ miles.