I rarely change them. I usually purchase 2 really good screen protectors with the 2nd one as a spare. On my 4S I had a Power Support Crystal Clear and never changed it. Had the phone for 1 1/2 years before trading it in. My husband dropped his phone and put a pretty good gash on the protector. I talked him into changing it after a few months and also to change up his grossly yellowed (previously clear) TPU case. I would have changed it right off but I'm a little more anal than him.
I've also gotten pretty good at putting on the screen protectors. They even come to me at work for an install. Give me a steamy bathroom, a lint roller and some scotch tape and I'm good to go! At work it's a little harder as I don't have a steamy bathroom #. What I forgot to mention is that you need patience - do your prep work (super clean and dust free screen) - just take your time and go slow to get a perfect alignment.