Only when it starts acting up. Sometimes that can be 2 months, other times 5+ years. Just depends on how much you are using the machine and what types of things you are sewing.
Do you oil and lube regularly? If so, it will be a lot longer between servicing. Do your machine wires look good (nothing old starting to break)? Does your machine gobble up thread in the bobbin or break needles constantly?
Are you using very linty materials (ie fleece and flannel) or very heavy materials (ie canvas and denim)? Those may cause problems with the tension, especially if you are jumping back and forth between cottons and these materials.
My mechanic says every 6 months or so. I do it only when I REALLY NEED TO - at $90 a pop, it just isn't always affordable.
Reality standpoint - the machine is VERY DEPENDABLE, so I do it when I need to or if I know I have a very important project upcoming where I CAN'T afford to have a breakdown in the middle of the project.