Let me answer your question with a question. When was the last time you bought a car that required a 1000 mile first service?
The only thing I think is really valid on a Harley is an early check and adjustment of the rear drive belt. That does develop a good amount of slack due to initial wear in of the belt and sprockets, and you probably don't want to be out hammering on the bike with a loose belt. Otherwise, all those things you see on that 1k checklist are items that not only should be right from the factory, but are also supposed to be checked by the dealership prior to the sale of the bike. If both the factory and the dealer can't be trusted to make sure all the switches work, all the bulbs work, important parts aren't about to fall off, etc., then I submit it makes no sense to do business with such companies. As for the fluids, it's a waste of money and resources to change lubes at 1000 miles, but if you insist on changing them for piece of mind (and because you don't trust H-D to have cleaned all the machining trash out of the parts), you can change them yourself for a lot less than the $400 to $500 many dealerships charge for the 1k service.
JMHO - Jerry