I did when I used to change the oil every 5,000km, but if I'm following the normal 10-15,000km service intervals, I take it to a shop (I did with my last car). That way they can notice things on the car that I wouldn't.
A service is about more than just changing the oil. I know it's not Mustachian, but if a couple of hundred bucks once a year means a shop notices something with the brakes or suspension that I don't notice before it lets go, it's worth it to me.
That said, changing the oil oneself is pretty easy, I used to use ramps for it and kept another empty oil bottle for the stuff from the sump.
In many cases you are suffering from a totally false sense of security here in North America, if you think that the shop you go to is performing a wonderful, "Fifty point check" or some other bullshit. Chances are they have a guy who can barely tie his shoes, slinging new oil into your car, and getting paid a bit over minimum wage to do so. He does a half assed job of actually changing the oil, then blows through the list, and checks all kinds of things off that claims to have diligently inspected, but hasn't even looked at in the last hundred cars.
My kid is an engineer and supervisor in a small, family owned oil services (fracking)company. He just had a year old, $75K F550 truck end up with a totally shot front end. It had 20K on the ODO, and was in the dealership for lube and oil service four times. Every time it was "serviced" the "tech" checked off having lubing all of the front suspension fittings, and a few dozen other things he never did. The nearly new truck now needs thousands of dollars of repairs, since there hasn't been a grease gun within ten yards of it, since it left the factory. The best part was that my kid got a speech from the service writer about how it was HIS fault for not maintaining his vehicles, since they have to be lubed on a regular basis. The guy was a bit shocked to see a pile of invoices showing that his own pack of idiots not only failed to do the work, but lied about it.
If you talk to any real dealer mechanics, they all have stories of having to do tires, bearings, CV joints, batteries and other work on recently sold "factory certified" used vehicles. These cars are typically sold as thoroughly inspected and come with a fancy checklist, signed off by the clown that inspected everything on the 100+ item list. Problem is that a lot of these underpaid knuckle-draggers just glance at the overall condition of the car, take it for a quick drive, then check off all the boxes. I really pissed of a salesman when looking at a used car for one of my kids. I demanded that it got put on the lift after a test drive. He told me that I was wasting time, since he had the holy checklist in the paperwork, and what could I possibly find that his "expert" would of missed? I knew that there was a tire issue, and once it was on the lift, it was glaringly obvious that one of the $200 low profile tires had hit a curb and had a huge bubble on the inside sidewall. It got a new tire and alignment. Hardly surprising to me, the salesman however, did his best to feign shock.
Bottom line is that I would never take any checklist from the average dealer, or high volume service center as being anything but a waste of paper. If I ask a trusted, reliable mechanic to inspect my vehicle, and pay him to take the time to do so, it's another matter entirely.