Been biting my tongue on this thread as this topic can often lead to a lot of "odd" opinions.
I will be using the dealer exclusively during my warranty period for the Mazda Moly Oil.
Castrol is merely a "blendor". They buy oil from sombody, they buy the additive package from somebody else, blend, package and sell. Is that bad- no. I believe it was Castrol who got into trouble a while back for labeling motor oil as full synthetic when it was not. The reason they pulled that was the base oil was so uniform it "appeared" to be synthetic, but had not been synthetically manipulated. Is that bad- meh, no.
Having anyone else change your oil is a danger as stated above due to improper or incomplete procedure. We all have heard the horror stories.
At the end of the day (for the vehicles I own) as far as frequency I prefer 5K miles. Vehicles vary widely however and you may get a little more, but the only way to tell what is OK and what is happening inside your engine is to have your used oil analyzed by Blackstone.
The real take away is to change your oil per the manual (more or less miles based on analysis) and use an oil that is:
1: ILSAC GF-6 (A or B depending on application)
2: API SP
Every oil will have an ILSAC and API rating on the packaging. Follow bullet points 1 & 2 and everything will be fine. Going past that is splitting hairs.
For splitting hairs I am currently using Kendall GT-1 Max with the LiquiTek additive package. Kendall uses a Phillips 66 base oil and can be picky about which fields the crude is extracted from.
Anyone wishing to learn a little more can check out the articles here:
http://www.lydenoil.com/lyden/school