Once a week or more in the summer. One to two weeks in the winter, unless someone has a cold or flu. Then sheets and pillowcases should be washed every couple of days. It is also good practice to spray the mattress and bare pillows with disinfectant spray after colds.
If you live in the country or near dirt roads, it may be necessary to change sheets weekly, as they collect dust that can irritate allergies. This is also true if pets share the bed.