Not sure about other countries but it has been scheduled here in Malaysia for 15K service intervals for my S60T5.

Don't thin I'm quite comfortable with 15K hence planning to change at least the Engine Oil + Filter on every 5-6K intervals. This also has been my practice for my other car 854T5.

Any comment? Do you think it is really necessary to change it every 5K or just go by the recomendation that is 15K intervals service?

 

I would change the oil every 3-5 thousand miles.
We at our shop reccomend every 3k on turbo models and 5k on Non-turbo models. The will make sure the engine oil doesn't sludge the engine.