Every one asks this question to themselves at some point of time(At least most of those I have closely known did).
If you are talking about 'Life' as such, one should be asking this question at least after 50 years of age. Because 20, 30 or 40 would not be appropriate age to call it a LIFE.
If you are talking about 'life-style', one should ask this question as often as possible. It is because life-style can change with every single factor. When I am not happy with my life-style, I do try to change certain things that can suit the life-style I am targeting. Some times, if there is no change in life-style for long time, I experiment different things in quest of a better life-style.
Well, if you ask about my life, I'm just 23 and it's progressing well. I am trying to do my best so that I do not regret at a later stage. I am pretty happy with that.
Also, when you say life, you may include parents, family, economical conditions, etc. Every one will find problems in one or many factors like that . So, that is common for every one and should not effect if you are trying to progress in your life.