I swing by when I need to. No appointment and they do it on the service drive. The dealer is 15 minutes away, same as my closest parts stores. If I need something I'll just add it to a trip into town. Last time I was there my buddy took me for a spin in his latest project. My son likes to walk the lot and the shop.
I have I very good relationship with my dealer and the people that work there. I used to work there myself and we all know each other on a first name basis. I went to HS with a few of the techs.
Shipping oil and used parts sounds like more of a PITA to me.