I look at it this way, if you don't want to deal with it. Let them change the oil for you. If you enjoy crawling under the car and getting oil dumped all over you, then by all means buy the oil yourself and have at it. But as for worry about the warranty? I have never heard anything about an oil change HAVING to be done by the dealership. I think the salesman was trying to make you think that so you would feel compelled to bring the car in for service there and be charged four times more than what it would cost to do it yourself.