Every couple of grows, if you want to maintain the most optimal light levels. After 3-4 cycles of 12/12 for 2+ months at a time, you'll lose about 10-15% or more of the bulbs output. Makes a big difference on yield IME. That's why I won't fork out much more than 20 bucks per bulb these days, and rather pop a new one in, more often than not.
Most do after a few grows i change bulb every run it's personal preference but drop that sound is right after a bit they loose there optimum output levels
I changed them every run aswell, for the price of bulb weighed against the potential loss, just a 1% increase makes them a bargain when buds £10 a gram to buy.