How often they are changed by and large depends on how much the heater is used.
If it is an average of twice a week, the stones should be changed once a year. It is a good idea to rearrange the stones occasionally, as they tend to crumble with use, making the area more compact and therefore obstructing the free circulation of air.
Good air circulation will ensure that the heater works properly and the resistors too will last a long time owing to lower temperatures at their surface.