Just did my first oil change on the weekend as well. The oil filter was ridiculously tight, and the oil dripped down the oil pan to the back of the skid (aero?) plate leaving a huge mess. Otherwise pretty straight forward on these cars. Havent noticed much of a difference with the penzoil ultra platinum but it seems to be good stuff.
Do you have the 1.6 Turbo? If so just an FYI, the Ultra Platinum will be fine, but long term you should change to a syn oil that meets the Dexos Gen 2 spec. (Platinum does, but Ultra does not) which came out in large part to help Direct injection turbos with a phenomenon known as as "low speed pre-ignition" here is some info.