Looking at my VX owners manual, the 30k service consists of:

Changing Front/Rear axle oil: pretty simple, takes half an hour per differential if that.
Change transfer case oil: Again, pretty easy to do.
Replace air filter: Simple enough
Change Engine coolant/radiator flush: ok, so I wouldn't want to do this myself.
Check and adjust valve clearance if necessary: again, wouldn't want to do this myself.
Rotate tires: you have a jack?
repack front wheel bearings: can get messy and time consuming but again, pretty cheap and easy.
clean radiator core and condenser: ouch.
Check everything from fluids to hoses to belts: this is where you probably got bent over.

Point is, if you take some time to educate yourself on some basic maintenance techniques, you can save yourself a ton of money at the dealer. Again, if you're trying to maintain a warranty, then keep your receipts.