That depends so much on how you drive and your type of use. I change mine around every 10,000 to 12,000 miles which is way more frequent than the factory service interval. If you're lots of towing or slow heavy wheelin you may want to change it even more frequently. If you don't have a cooler you'd want to change it more than someone with a good cooler.
If you're not having problems with it just keep an eye on the fluid level and check the smell and colour occasionally.