I don't change on a regular routine, but if I play on average once a week, in the Miami heat and as much as I sweat, then cleaning them after every round, they'll need changing about once a year.
I keep my clubs in my house when they aren't in use. Other people I know keep theirs in the trunk of their cars. That really kills grips before their time and creates the need to change them more frequently. Leaving clubs outside in your garage if you live in snow country will shorten their life span too.
The thing is, we get used to how they feel and often times, don't notice how they have deteriorated. Grab a new golf club at the store every once in a while and try to feel a difference between what's new and how your own grips feel.
In general, just figure your grips need replacing before you can actually feel like they do.