"Service" means more than just the oil/filter change. And sure, you coooould wait until 10k for your first oil change. But I don't think you will find anyone in here that will recommend that. These are finely tuned little beasts and oil changes aren't all that costly in the grand scheme of things. Do some searching in the forums and you will find some very heated debates on types of oil and change interval. I'd say the only general consensus is about every 5k miles at the most. More often if you are working your car pretty hard. But you could also pay for an oil analysis if you really want to know what might work best for your car/environment/oil type, etc.
Personally, I did my first at about 1.2k, second at about 3.5k (both of those were at dealer), and last at about 6.5k (I did this one with full synthetic). At this point, I only put about 5k miles on my car a year, so will probably do only one change a year.