Depends on climate, driving style, terrain conditions, how many nose hairs you have actually sticking out of your nose, etc.
Bascially, if you drive like a typical 80 year old, you can go longer between changes than say Paul Walker with his 2 Fast 2 Furious style.
I try to change every 5,000 miles, but had to run my MSP 10,000 miles before it's last oil change. Oil was still pretty clear and at a safe level, even after all of that. Just be sure to check your oil regularly, along with tire pressure, brake fluid, etc. I try to check that stuff everytime I wash my car.
Keep in mind, I also use synthetic oil which takes a bit more punishment than dino oil does. It may cost quite a bit more (~$9 USD/qt for Royal Purple), but there's a definate increase in performance and I'll stand by this stuff for sure now that I went 10,000 miles between oil changes and it was still a clear purple color just like it had just been poured out of the bottle.