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.
MH depreciate even quicker..