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E39 Service

Any advice/recommendations on the following will be greatly appreciated:

Own a 1997 E39 528i, with approx. 3,700 miles on it.  First service (oil 
change) was done at 1,400 miles, at the dealer, after shipment to U.S. 
(Euro delivery).  Service lights were not reset at the time, as far as I 
know.  I have always been a proponent of regular oil changes (every 3k mi. 
or so...) in the past, but in view of all the debate about oil changes at 
regular intervals vs oil change when service lights go out, I am not sure 
what to do.
I would like to change my oil again around 4,400 miles, but I doubt my 
lights will be out then.  I still have three green lights on.  I'm inclined 
to follow BMW recommendations overall, but I don't want to get ripped off.

1.  Should I do it or wait till lights are out?
2.  Should the service lights be reset then?
3.  Are the service lights indicative of other, more comprehensive services 
than oil changes, and therefore, should not be reset during oil changes? 
(maybe I should read the manual!...)
4.  Should I go to the dealer and pay an arm and a leg for a simple oil 
change?  Any serious recommendations for quality work with BMW parts (I 
suppose I can get the parts from a supplier and bring them along...), from 
other shops than dealer in greater Boston area?
5.  Can someone clearly explain to me the rating of oil grades and weight 
or viscosity, and associated benefits/drawbacks relative to outside 
temperature and engine wear/performance?  (New England is hot and humid in 
summer and very cold in winter...)
6.  Can a specific oil be requested if the dealer does the work, or should 
I just trust that they will use what's best for the car at any time of the 
year?

I apologize for asking such basic and trivial questions, but I'm hoping a 
good soul on the list will empathise and respond.  Public answers are fine 
if you think they'll help someone else.  Otherwise, respond directly to my 
e-mail.  Thanks.

Christophe Lemaire
528i Oxford Green/Sand Beige, premium pkg.
BMW CCA
Email:	[email protected]
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