Minimum of 500 but most people will tell you 3000 miles. But then again S&S ships brand new motors with Mobil #1 already in them. So its your choice really, I'm sure you'll get plenty of arguments either way.
I was at the S&S tent the other day looking at the X-wedge motor and what Alhall said is exactly what they said there. In all their motors the prefer Mobil 1 from day one.
Al
Go with whatever you like, whatever you can afford. Just make sure you put in the recommended weight and make sure that it is for air cooled motorcycle engines.