There were some threads a while back about testing the oil after 10K on it. It seem to be fine, from the findings on that the one guy ended up deciding he would do it about every 8K instead of holding out for 10K.
I assume that changing it more often would not hurt anything more than your wallet.
I have my own stupid question to ask. For the city light on the halogen headlights(GTI), do they twist out or just pull?