Do the first oil change at 3750(subaru's heavy duty use cycle). Then do oil changes at 3750 intervals if you beat on the car pretty hard, or 5k if you drive gently. There is no need to do an initial oil change at 1k like back in the olden days. Modern machining has made this obsolete. In fact I have heard you want some metal particulate smoothing surfaces for that long. Either way the owners manual says you can go to 5k on the first change so at 3750 you're doing it early and not wasting money. Use the OEM subaru filters if you are doing it yourself, steer clear of the parts store specials, they dont filter as well typically.xjman is right. do and oil change at 1k miles and 3k regularly after that. if you are going to do any engine mods, do it all at once and get it properly tuned.
but if you are not ready for any warranty issues, just a catback exhaust, suspension upgrade for better stance and fix that awful gear box.
Dont do any mods till at least 10k. Rule out any manufacturing defects before you give them a reason to deny warranty claims.