My car (A 93 BMW) hasn't seen a BMW specialist for about 17-18K miles now. Its overdue, I know.
The oil has been changed, by me, twice. First time around 5K miles (just after I got it), and used Mobil 1 0w-40 for 7.5K miles, and am now running Shell Rotella T6 5w-40.
This car has an service indicator which has an interval *up to* (and including) 10K miles (15K km). Slightly later models go to 15K miles (about 18K km) on each service, depending on driving habit.
Some people feel this is too far, and change the oil around half that themselves. My car now has nearly 119K miles (191K km) and has followed this since new, so how bad can it be?
If your car has "Lifetime" fluids, I'd change them. Especially power steering/auto (or manual) transmission. This car has a manual and both are "Lifetime" (OF WHAT?!). These oils go bad too, they aren't the stuff of forever. Screw what BMW thinks here, this was something done to save money on free yearly services (and sell more Made in France GM auto's, which broke enough as it was).
Some cars have poor accessories installed, which require more frequent overhaul. Case in point, the BMW E36 is widely known for "Cooling System Failures." So its best to change anywhere between 60-100k miles, depending on how much plastic is currently fitted by way of water pumps, radiators, expansion tanks and so on... I just spent about $800 DIY'ing this myself! Very rewarding feeling, and I feel more comfortable knowing I don't have un-seen leaks now.
Its best to Google your car's model/year or production code to get the wrap on what the problems are with your vehicle, and work to prevent them with prudent maintenance, which while seemingly wasteful, could save you so much later on. Of course, your mechanic/dealer would frown upon this, but hey, everyone loves "thrift," right?