Have it done. Financially and convenience wise, it just makes sense. The shop puts it up on a rack, drains the oil, recycles the used oil, changes the filter, and puts in the new stuff pretty fast since they have the equipment. If you do it yourself, you have to buy the oil and make a trip to recycle the oil. You could always get oil on yourself or clothes, even spill some in your driveway. And whenever I see oil prices at the store, it usually costs more to buy oil than it does to take it to a place that has a special going on. I saw a 5-quart container of oil for $23.99 the other day, not including the filter. I got my oil changed for $19.99 for the same type of oil.
I'm not sure, but I think changing your car with Synthetic Oil is when it's worth it to change it yourself. Even then, I've heard of coupons floating around where people get their car changed with Synthetic at a good price.
I've often wondered why shops change oil when they likely don't make much profit, since their time and labor costs for service jobs are much higher. How much profit can a company make changing oil for 20 bucks when the oil itself costs 20 bucks? I'm sure they get a discount, but it isn't going to be enough to be worth it. Pretty sure they can only make money by upselling services with the oil change or "finding" things you need to fix. If you only use a shop for getting your oil changed and get your service work done independently, I can't see how that company benefits from you.