I just switched to synthetic oil (Red Line) recently as well and notice no difference in color change at the first oil change. Well, no real difference taking into account the original oil color. As others have said, it started out darker, so I'd expect it to end up darker.
Good point about contaminants in the oil. Dirt, carbon, etc. that the oil & detergents pick up while circulating through the engine. To really judge if the color change is thermal or dirt related, put some of the used oil on your finger and thumb and rub them together. If it feels like of rough or gritty, there's a lot of dirt in there. If it still feels really slick and smooth, it's just the thermal end. Also, do the sniff test. Put you now dirty fingers up to your nose. Smell like really bad burning oil? Then it's time to change.
No matter what, I check my oil twice a month in this fashion. Look, smell and feel. If there's any question in my mind as to whether or not it's bad, I'll go ahead and change it. The only time I really deviated from the 3000 mile rule was the first summer I had my car and had done some extensive bolt on mods, resulting in my driving fast and hard for several weeks.
Just some food for though from the new guy...
