my compressor (a makita) doesnt seem to use oil. I ran mine on the OE oil for a little while for some projects, filled some air tanks, etc., and then changed it out. Ive been using Amsoil compressor oil in the right viscosity and it operates noticably cooler. This may have been because of the break-in period, or perhaps it is the fluid.
Id change it once then not worry about it, dependign upon use and duty.