Oil changes: dealership or generic oil change place? And how often?

[SteamingFish]

I bought my new 2004 Passat (with turbo) a year ago. Six months ago, I brought it in to the dealer for its first oil change, but they said to come back when I have 5000 miles, which I did this morning. A coworker who was a mechanic for nine years at both types of places said it's a waste of money to bring it in to the dealership and also that you should change the oil every three months or 3000 miles without question. I certainly don't have the expertise to argue with the guy, but why would the dealership turn me away when they could have gouged me then AND now, instead of just now? Also, isn't it worth it for them to do all the extra checks they do? Or am I just foolishly paying for peace of mind? I have no idea how much it will actually cost. What do you guys think?