Originally Posted by: BenoitIf you ever want to learn more about intonation, our good friend Kevin Taylor made a lesson about it :)

http://www.guitartricks.com/lesson.php?input=9407

ahem.. our 'good looking friend who's totally amazing'...to be completely accurate

And yup, you had a decent experience at a guitar store. They did the intonation for free so that's a definite plus.
The thing with guitars is that they're made out of wood and are under very high tension. Therefore, due to humidity and temperature changes, it's almost impossible to 'perfectly' set up a guitar for life. That's why they only do the basics at the factory, cause everybody has their own setup that they like (ie, raising the string action means you have to do the intonation again) and they'd never get it right because they ship all over the world.
(Not to mention the time and skill involved would probably double the price of the guitar.)

Best bet is go out and get yourself a decent book on guitar maintenance.
You can use the web too, but it's always nice to have something professionally written that you can take with you and quickly thumb through.
Something like the 'Guitar Player Repair Guide' is a good start cause it takes you all the way through set up and maintain the guitar plus a few basic repairs. (taking it into a store every time you need the intonation done will cost you a fortune and it's extremely easy to do yourself)