I really feel that changing oil every 3000 miles on modern engines with modern oil is a complete waste of money. Before I started taking the train and my bike to work, I was putting well over 1,000 miles per month on my truck. I'll be damned if I am flushing that much money down the drain every 2 or 3 months because "it's always been done that way." I use full synthetic and I extend the oil change interval significantly. I check it regularly to make sure it isn't full of mud of course. I think my last oil change was at least 8,000 miles if not more and it didn't come out bad at all.
I always laugh when I see people dumping their oil every 3,000 miles like clockwork for no reason yet ignore all the other fluids in their vehicle that need service once in a while... coolant, tranny, differentials and transfer case, brakes, etc.