exatly.....wait to 5000 miles to do an oil change, regardless of the type of factory oil. Reason being is just like Jeremy said, it help seat in certain internals and helps with additives to gain a proper running enviornment for your engine. Also, if you plan to go synthetic, do it like this. 5000 miles = change to a good regular oil, after another 3000 move to a synthetic blend after another 3000 do another syn blend (same brand), and after another 3000 move to ful synthetic. After that, its every 5000 and don't do it any earlier...you're wasting money if you do.
IMO biggest thing to remember about breaking in is that you don't want to get the RPM's really above 4500 - 5000. until about 1000 miles. Personally, I try to hold back until my first oil change, or at least until 3000.
You also want to check your fluids and everything quite a bit. Work your steering a lot, especially if you drive pretty straight route to work, make sure you are burining in your Power Steering Fluid as well.
-z