What a good question, I remember going to my very first Workshop, at Loch Lomond quilt show, and the teacher asked us when we changed our needle, answer - when it broke, what needle did we use - answer anyone that fits!
She then gave us a lesson on the importance of good needles, and how bad ones can ruin your machine, since then I change mine frequently, I buy them by the 100.
A good guide is approximately 8 hours sewing or 10 bobbin refills, but I do as the other ladies when I start a new project.