Thanks for the push! I keep forgetting to change mine, over 4 months now. I've now set a reminder to do it tonight, and made it recurring every 4 months.
Oh, I try to aim for 4 months, because mine never seem that dirty, even after 4 months.
This is the technically correct answer, which is: "when they're dirty".
There are many factors that determine how often they get dirty;
Number of people in the house; living or visiting. # of smokers, how much they smoke
Pets - #, size and dander / shed rates are all different
How well the house is or isn't insulated contributes to how often the furnace & central air run
I look at the recommended change time on the filter as a recommendation for a worse case scenario and then factor in that the mfg makes more money if they are changed more often.