what i did... i bought the oil & filter at the store (7 quarts @ like 5 dollars, the filter was about 10) and then i went to a jiffy lube or some other place like that and had them do it. how much did they charge me? 20 bucks. and they topped off all my fluids, vacuumed my car, and cleaned all my windows.
the only thing i had to do was manually reset the oil service counter.
you could always do it yourself... but i'm not blessed to be living in a house and changing it in an apartment community is a pain in the ass.
Under warranty : go to the dealer. If anything goes wrong in your car, they could possibly argue that servicing your car yourself was the reason of the problem.
After that : either you find yourself a small garage 'round the corner which will do it for you cheaper than the dealer, either you do it yourself. Changing oil is one of the simplest thing to do on a car, especially on the Z. The only simpler thing i can think of is changing the wiper blades or toping the "wiper fluid" (damn... i don't know how to say this in english... ). Even changing light bulbs is harder.