I've always changed my oil on any vehicle I've owned about every 5-6000km(3-4000 miles roughly). I guess a lot depends on the type of driving you do...towing, stop'n'go city, hiway, dirty roads ect. For what it costs, I'd always err on the side of caution and not try to push it when it comes to oil changes. Synthetic usually gives you some extra life, but I haven't looked into synthetic oils where diesels are concerned. I tried synthetic for a while in my '01 Z71 and never really thought it made a whole lot of difference esp since I was changing every 6000km anyway.
