If from new, every 30,000 miles. If used, then right when I get it (along with a pan drop and filter change if applicable). If a high mileage/never been done, I do a 500 mile run, drain and fill, 1000 miles, drain and fill, 5000 miles, drain and fill then every 10,000 (every other oil change or so).
Which reminds me, I need to do my truck's drain and fill again.