I always change my own oil, I have heard too many horror stories on oil change places, plus I are a mechanic. Quick lbe places like jiffy lube tend to tighten drain plugs with impact wrenches, and use the wrong oil. They are on commission and get paid crap per job, which means they need to knock out as many jobs as possible to make a decent paycheck, which leads to cutting corners.
If I did not change my own oil, or rebuild my own engines and transmissions, I would choose either the dealership, or an independant shop. Independant shops usually loose money per oil change, but do it to keep customers happy and returning, so they tend to take more care. Dealerships are hit or miss, they may have god guys working there or complete idiots, but at a dealership unlike a quicklube place, if they strip your drainplug threads and the plug falls out on the highway and your engine siezes up, they have the money to fix it, and the manufacturor to force them to do so.