I change mine once a month or so if not more, pending on certain situations. I would say if you run your fingers over the non-coated strings (E, B, G), and you feel slight bumps; that's a good indication it's time to change them. The slight bumps are a collection of sweat and dirt that has collected over the strings. If that happens, change them quickly; as they are soon bound to break. I would not however work to make this happen; so it all depends on how much you play. If you are practicing every day, I would advise changing them at the first of the month, if not a bit sooner. When strings are on the guitar too long, it also drastically affects the guitar's tuning and the intonation will become off as well.

Hope this helps!