Auto makers and dealerships might have stopped using break-in oil to save money (most likely), or from government pressure over "hazmat" disposal. The latter is typically politically motivated BS, since used motor oil is recycled by everybody, save a handful of irresponsible individuals. But since DIY oil changes are mighty rare these days, it's not exactly an epidemic.
Even if there's no break-in oil that needs to be changed out, I'd do my first oil change within 1000 miles, regardless. If you're at 500 miles, try to find a break-in additive that you can add to your existing oil, then drive another 500 miles using recommended break-in driving practices (drive at different RPMs, don't zing it...). Then change to a respected brand of full synthetic oil.
If you're not changing the oil yourself, ask the technician to check the filter and drain plug for any signs of metal that shouldn't be there. Even better, save a sample of the used oil for chemical analysis. If it turns up problems, you can use this data to get it repaired (by the dealer, at their expense) before much damage is done, or even to invoke the Lemon Law if necessary.
Times are tough for American car makers and car dealers. IMHO we should be supportive so that we don't kill off the largest of the very few remaining domestic industries. But that doesn't mean that we shouldn't protect our capital investments. Better to spend $100 out of your own pocket that the manual says isn't necessary than have to fight a long battle with Ford about fixing the whole problem before your warranty expires.
