Changing the oil

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Probably most members here change the oil on their cars themselves, so this may seem like a dumb question, but bare with me.

Would you recommend changing the oil myself or taking it to the dealership? or to a third party?. First of all, I know if I change the oil myself and something happens to the car, well, then the warranty might not cover it if they decide to blame it on me changing the oil. Is this something I really should be concerned about? I don't even know if I can trust a third party on doing this, or the dealership (I have some bad experience with the dealership so far).

Another thing, I've never changed the oil on a car, I'm not really mechanically inclined, give me a computer and I'll do all kinds of things to it, but a car??? . My husband is the one that usually takes care of those things, he did it on my previous car, but he said he wouldn't do it on this car so I wouldn't blame him for any problems (we had issues with my previous jetta TDI and the timing belt). So, doing the oil change myself would definitely be a challenge.

I'd really appreciate some feedback. Thanks!!