I change my bedding at least once a week. I love the smell of freshly laundered bedding and find i sleep better in freshly washed bedding.I use fabric conditioner to my bedding called sleep sensations so my laundry always smells nice.
i try to change mine every sunday...but sometimes it's every other sunday.
yes, i do love expensive sheets! somehow i convinced my hubby that we needed a 700-thread count egyptian cotton sateen sheets and it is fabulous! - high maintenance but still fabulous!
Edit: i forgot to mention that i spray febreeze anti-bacterial fabric refresher religiously on all my sheets everyday!