yes its very important to change oil first few oils quickly in short intervals
first 1000km are called running period of bike and in this one must take care
of his bike and should have light hand on his bike
its much better you change first oil even before 500km
change first oil at 200km than 2nd at 600km 3rd 1000km after that every 1000km is
best you can do for your bike and also during running period avoid quick accelerations
and heavy weight on bike and also avoid long drives
Manual does says using other oils will void warranty but you can use other brand oils too
don't worry about warranty mechanics accept warranty it depends on his mode rather 
if he is not in mode he would accept warranty situation in sindh is terrible no warranty :eek:
warranty situation in punjab is very good i have seen members here have posted for warranty claims
Your concern on havoline is very justified but it is very popular engine oil personally i don't prefer it as well
you can use zic 20w40 its very good quality engine oil liqui moly no doubt very good oil but its very costy