I've always thought that paying the dealer for doing the service is a waste of time and money.
The service manual, which everyone should buy, tells you step by step how to do everything, and it's all fairly easy. Supplies for an oil change is less than half the price of a dealer service, and that's really the only materials you're paying for.
And, as mentioned, the more you work on your bike, the more you learn about it and the more ability you have to maintain it and service various problems that may arise or upgrades you want to do.
Also touched on above, it's somewhat common to get a bike back from a dealer service and stuff is wrong. A friend of mine brought a bike in for a tire change, and they put in an axle from another bike, so the wheel was slopping around!!
If you do it yourself, you know it's been done right.
Any problems you may have will be solved here - lots of knowledge. good luck!