Depends on your car, and where the filter is located as far as I'm concerned. For example, Honda filters are bolted right onto the firewall: open the hood and you're staring right at it. They cost $20 from the dealer, much cheaper for aftermarket. I'll change those once a year or every 30,000 miles, whichever comes first. On the other hand, Saturns from '98 on have the fuel pressure regulator integrated with the fuel filter underneath the car by the gas tank. The good news is, you change the fuel pressure regulator every time you change the filter. The bad news is, it's a pain to change, and it costs $100 plus for a new one. The interval is every 100,000 miles. I did it at 125,000 and don't plan on doing it again until I have driveability problems.