I've done over 20,000 miles on my 03 reg XR400R now...
I've changed the oil and filter every 1,000 miles - although you can stretch this a little with no real ill effects - in Morocco last year I did around 1500+ before a change.
The book says 1.9 litre oil capacity with a filter change - although this doesn't show very high on the dipstick, so I've always put in 2.0 litres with a new filter and it's been fine.
In reply to Martync's comments - the 30 days/1000 miles recommendation is Honda presuming the bike is being used for competition style riding (weekend play/enduro events etc) - But it's not either or - you can't ride it for 30 days if you're doing 200 miles a day for example, basically you should change the oil at 1000 miles whether you do it in a day or a month. It's especially important in hot climates and hard/off-road conditions, as the air-cooled motor will work the oil harder.
Also, the valves are straightforward once you find TDC - again the service schedule in the handbook is based on competition riding - when ridden at trail speeds/revs, I've just needed to check and adjust the valves once a year (my local mechanic recommend that) and it's been fine...