I do it at the time of the oil change myself. If I was going for super long intervals (like 25k) I'd get a kit that would allow me to take a sample right from the dipstick so I could retain the oil.
But I'm not going for intervals that long, so I simply am going to keep taking the samples at the same time as the oil is being changed. I'll just slowly increase my intervals until I see a level that works well for me. I probably still won't end up going much higher than 9k intervals though.