I have the automatic transmission flushed, new filter, new ATF+4 every 36K at a Chrysler/Jeep dealer. I also ask for the old filter back so I can visually inspect it, then ask them to throw it out for me.
As soon as I get my lift installed along with all the other modifications and really start using it off road, I'll keep a close eye on everything and shorten the service intervals on the whole drive train. Sure it costs more money to take it to a dealer ship, but at the end of the day I cannot flush it myself and having it done also gives me a guarantee. In the long run, it's less expensive than a rebuilt transmission, or a hefty tow bill out of the bush somewhere because I was being cheap!
All my vehicles have better health care than most people.