Depends on the vehicle:
2003 Dodge Diesel - every 5000 miles dino oil
2007 Honda Civic Hybrid - I let the computer tell me (it calculates based on engine revolutions and driving conditions, pretty cool actually) usually every 8000 to 10000 miles, full synthetic 0w20
1992 XJ 4.0 - 2000 miles or when the oil pan needs to be replaced, whichever comes first!
2001 Grand Cherokee 4.0 - Chicky has it changed, every 3000ish I think.