I do suscribe to the school of thought that your motor basically gets "broken in" during the first 50 miles...at least with regards to the rings getting seated. So, I run the oil that came in the bike (in this case Syn3), do several runs in 3rd gear up to 60mph (after the motor is completely warmed up), and let the motor brake the bike back down to 2K RPM. Whether this actually makes any difference is up for endless debate, but IMO it doesn't hurt anything either. I then dump the oil and change the filter at 50 or so miles and put in my oil of choice for the next 950 miles. At 1K, I change the oil/filter again, drain the transmission and primary, and put oil in each hole that is made for the application. Personally, that was Redline products on the new SERGU, but Amsoil, Mobil 1, etc are all good. However, I do think it's better to put a transmission oil in the transmission, rather than the same thing in all three holes. I know for a fact that putting a transmission specific product makes a difference in how much noise the tranny makes, and also makes shifting and finding neutral easier. Again, I like Redline Shockproof in the Tranny, and their MTL in the primary, but that's just my preference, and again, other products work just as well. Other than Syn 3, which I personally think is crap compared to other available products. I do have some subjective reasons for my thoughts on this subject, and some practical experience with the products I personally prefer, but my opinion is like buttholes...everybody has one, and some people are buttholes with opinions, but I try not to be the latter...
And I also like K&N oil filters...for one really simple reason: they have a neat little 17mm nut welded on the end which makes changing the oil filter much easier for me. Otherwise, I'd be fine with other brands with regards to how they perform.
I do think that changing fluids any more frequently than 5k intervals (unless you put < 5K per year on your bike) is a waste of time, money, and valuable resources...after changing everything at 1K. In truth, the intervals could be longer, but then HD would have an excuse to deny warranty claims, and they have plenty of excuses already without me giving them an easy one. So I follow the yellow brick road with regards to their suggested service intervals...but I choose to pick my own products that meet/exceed their own.