Mbriant: You don't have to, as Mobil 1 engineers assure me that their oil is fully compatible with conventional, but I always make a short change - I run my new cars about 10K mi (changing the "normal" oil @ 200 mi, 500mi, 1000mi, 3000mi, 6000mi), then change out to Mobil 1, then after a good run, around 200 mi, I change out to Mobil 1, and then (had been) changing every 5k thereafter. With the advent of the "Extended Life" Mobil 1, I have in all my vehicles their first run of oil I intend to change out every 10k Miles.
Even though the Mobil 1 Extended boyz sez 15k is OK, I will be changing it at 10k. I'll send it to a lab for analysis, before I go to 15,000 mi. I Love the idea of so many less changes - not just because it keeps the recycle load down, and definately not for any savings...I am sure that the less times you open the crankcase up, the less chance of that one grain of silica sand getting in - one grain can ruin your engine. I view the innards of an engine just like my own - easier to keep then clean/sterile if they are opened up less.
Using Mobil 1 since its introduction, I have now run seven auto engines of all types to well over 130k miles on the least one, and over 345k on the longest one, and sold them (all but the ones now owned) in tight (no leaks, no oil consumption beyond normal range) condition. I even run it in my Genset, My Pressure Washer, and my Lawnmower!