Are referring to completely getting a new filter or changing the media inside the filter.
What type of filter do you have an what do you have in it?
Do you just use filter floss? Or do you have carbon, ceramic rings, sponges, bio-balls...ect
A lot of filters indicate when they need to be changed, by water overflowing out of the intake chamber. But it really depends on how stocked your tank is, how many filters you have, and what the filters are rated for.