Can't imagine changing needles for every project. If the machine starts "thunking" or the stitch gets "funny" or there are other problems with the machine, the first thing to do is change the needle because that follows the rule, "try the simplest solution first." Ninety-nine and 9/10 of the time it works.
I have a sharps can made out of coffee can that I also use for my Schnauzer's insulin needles and I use it for pins, worn out sewing needles, etc. When it gets full, I tape the lid down tight and throw it all away.