1. Myself.
2. any of those quickie places.
3. Dealer.
Really, it's personal preference. I do 99% of all my own work. I haven't had a car go to a shop for any kind of repair (not counting oil changes) since... well, at least 8-9 years.
I normally do all my own oil changes, but occasionally let the place down the street do it. I double check EVERYTHING tho, and then go in and complain. They always give you that slip that shows that they checked every item, lube, fluid, etc... then I point out when they did not top something off, etc... That pisses me off so bad, that I typically will do my own again for at least a year.
I'd take it to the dealer, but hell, the oil change guy at dealerships is usually a kid, and not necessarily guaranteed to pay any more attention to detail than the other quik lube guys. If it's the same price, and convenient, then I'd take it to the dealer, but would not rate them any higher.
I have a jeep now, and the oil change takes me 10 minutes. Got a couple oil containers, and recycle it for free at autozone. No big deal.
"If you want something done right........"