I can tell by the sound the needle makes, going through the fabric, whether it needs changing yet. When it does, it tends to make a popping sound.
Other that that... I don't change my needle until I find a problem with it.
If I was going to work on a project with more finely woven fabric, then I would probably change it.
When I'm done with 'em, I just stick them into a piece of scrap cloth so I don't get stuck when emptying the trash.