On a newly built engine, I change at no more than 100 miles, next change at 500, then about 1,000 miles. I use a filter.
There is one exception to this and that is when I am on a long trip. In the engine I use for towing (7 - 10 thousand miles at a time), I have pressure fed the middle main bearing and I have a pressure gauge on it. I find that with new oil, the car runs 50mph, 170 F and 27 psi. As the miles accumulate, the pressure begins to drop at the same speed and temperature. When it gets to a randomly selected threshold of 23 psi, I change it. With the cheapest oil available, that happens reliably at about 3,500 - 3,800 miles. Filter is changed every second oil change. I have done 35,000 miles on that engine so far so clearly I am not pushing things too far.