Do i have to have an oil change done at the dealership or can i have done somewhere else if my car is under warranty?

Agreed. I bought my Elantra at Turnersville (about 1 hour away from where I live) and I get my oil change at regular mechanic near my home

The law states that you can have your oil changed anywhere. But you must maintain all records that the service was done at the appropriate times/mileage. And approved oil installed for any manufacturer to honor a vehicles manufacturer's warranty if something engine related failed.

I don't think it matters where you get an oil change, just as long as you get one at regular intervals and keep up with the maintenance. My last car warranty was like that, but it wasn't Hyundai. Lastly, when I did buy a Hyundai, I don't remember anyone explaining mandatory dealership oil changes.

Just save the receipts