Regular preventative coil replacement has long been a fact of life for RX-8 owners. Bad ignition can cause excessive engine wear on any engine; combine that with the RX-8's finicky poorly-burning engine and tendency to melt catalytic converters, and it becomes a recipe for disaster. And on top of that, early coils were known to fail. So, yeah -- barring certain aftermarket coil "upgrades", it's pretty much assumed that you should be changing your coils with the plugs every 20k-30k miles.
No way would I feel it necessary to do the same with a modern piston engine. Especially the kinds of engines that most people on BITOG seem to have. The risks aren't anywhere near that level. The coils aren't as likely to fail, and the engine and cat are much more likely to survive when they do.
That said, you certainly can't hurt anything by changing the coils preventatively. And if your coils are hard to get to, changing them is a great "while you're in there" thing to do when you're changing spark plugs or something.
Iridium spark plugs generally last, what... 100k miles plus? At that point, adding a coil change to every plug change doesn't even make a dent in your per-mile running costs. Most people will only have to do it once if ever in the entire time they own their cars.