Factory new-
you can put synthetic in the first day, though I usually recommend that they leave the factory fill oil in until the first oil drain.
Local rebuilt-
Run on non-synthetic until satisfied that oil consumption, if any, has leveled off.
Remanufactured--ask the remanufacturer, or wait until you are satisfied that it has broken in.
As I recall, Jasper said to change the first batch of oil after 500 or 1000 miles, and that synthetic would be fine.