For me it's never been a question, for any of my cars. I do it all myself. (except warrentee work that obviously is good to have the dealer do.) But I also think that we are more the exception to the rule. For most people, it's about convenience, time, and with alot of people who live in condos or apartments and don't have a garage, or place to do it, then the Jiffy lubes and Mobile Lube type places are the only realistic alternative to going to the overpriced dealer. For those people, heres my advice:
Learn for yourself the steps to doing an oil change. It only takes a little of your time that you mostly spend staring at a cumputer screen anyway, while your there, look up a "How to". Heck, we have one here at the top of the forums labeled in the "How to's". I can't tell you how many people I talk to that don't have any idea on what to do. I'm not saying do an oil change, just learn what one is and the steps that are needed, and why your doing it. Once you have that, go to what speed lube place you choose, and get out of your car and watch them. Just watch them drain the oil, pull the oil filter, put in the new one, retighten the drain plug, and refill it with oil. You can even check the dipstick yourself if you would like. Then pay them and move on. What else is there? And don't let them sell you a bunch of other crap you don't need.