My LBZ 07 Duramax has not had its first oil change yet, it has 2856 miles right now. When should I change the oil?

What brands of oils is best? What I know of is Amsoil, Delvac, Royal Purple and Rotella.

I have been running it hard with the Bully Dog, AFE intake and exhaust and I think it may be time to change out the oil, do you not agree?

Bad Max