I always take them all off so I can give the guitar a good cleaning before putting the new ones on.
What's the point of putting new strings over top of the old dust and risking contaminating the new strings by transfering the crap from the old ones.
Plus, I've been doing it for a coupla decades and never had a neck warp on me. Figure it this way... if it takes several days for a neck to straighten out when you've adjusted a truss rod, what makes ya think that taking the strings off for a few minutes is gonna do anything.

I just did a video series on changing strings if ya have High Bandwidth.

http://www.guitartricks.com/lesson.php?input=9386&s_id=163