Do some reading and searching on this board, mostly in the maintenance section regarding what all you can do for the first service. Most dealers are going to change your oil and filter, clean the chain, adjust it if necessary, lube it, and check for any obvious defects like loose bolts, clutch cable slack, and obvious fluid leaks. Sometimes you get good shops that really work the bike over retorqueing each bolt, taking mesurments, etc. etc. and then fill it full of gas for you when they are done!
find out precisely what they are going to do. if they aren't going to give the bike a full blown verification, pocket your wallet and do them yourself. any shmuck can do the 1st service. torque specs are listed on this site, and you can get yourself a torque wrench for under $60 at sears (the click kind, not the dial, those suck).