Here's a great source for machine needles and lots of other stuff.
Forgot to add, I change my needles pretty regularly. They do get dull.
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Our local LQS did a talk at our guild meeting and they said you should change your needle every 8 hours of sewing. Clean the bobbin case every bobbin change.
I don't count the hours, but do use a new one for a new project and/or when I can "sense" the need.
I guess I go overboard because I DO change after every project and if I go from sewing to embroidery, I change needles then as well. If the needle I take out has not been in that long, I will hang onto it and use it again. I have needles of every size and "flavor" for different projects. Typically I would say I might get 3-4 hours use out of each needle.
I change after a quilt or two. If I do a small project like a coaster, I don't count that. It's hard to keep track though, since I use different needles for the quilting than I do for the piecing. And I tend to piece a lot more often than I actually quilt...
I do clean my bobbin area after every bobbinful.
I change my needles all the time. Every 8 sewing hours is a good estimate, but many of the projects I do have me swapping various needles a lot anyway.
On my longarm, I put a new needle in for every quilt.