I change mine when I remember or when the prick is more noticeable. Probably about every 5 days. I foolishly thought I should use a new one every time when I was new to this and bought 300. I think I still have about 260 left!
Yearly maybe.
Why? I don't know but if I get blood I'm OK, if it hurts ( occasionally it does) I see it as reminder not to get complacent.
Not really good advice but it's how I do it.