Changed the Alli spin on today. I was doing the first engine oil change and figured I may as well. I was suprised by the amount of metal particals I could see in the tranny fluid. Will the filter pick most of that up or is it best to go ahead and do your tranny fluid in the first few thousand miles as well??

Same here. I changed the spin on with 2500 miles and did it when the tranny was a little hot. ATF kept coming out while I tried to hurry up and put new filter on. I had a drain pan under it and when I got done their was a bunch of metal flakes in the pan.
If I change the spin on when the tranny is cold the ATF won't keep pouring out?

I would not worry about the metal. Mine had a lot of brass in the pan at 2500 mi which worried me. At 12K miles I pulled the trans and found nothing worn and no more metal. Some Allys are built a little tighter and they have to wear in and make their own clearance.
mike

Mine was cold when I did it and lost a little less than half a quart and that includes what was in the filter.

Changed the Alli spin on today. I was doing the first engine oil change and figured I may as well. I was suprised by the amount of metal particals I could see in the tranny fluid. Will the filter pick most of that up or is it best to go ahead and do your tranny fluid in the first few thousand miles as well??

Was there metal particles in the drained oil and on the filter magnet? As someone else stated there was brass particles, which are not magnetic.

The particals in mine didn't appear to be brass. It could've easily been dislogged from the magnet when I pulled it off the filter.