There is no set replacement schedule for a fuel filter. You replace it when it gets restrictive. You can tell a restrictive fuel filter when you start to get hesitation at higher rpms. If it is consistent through all of the gears (ex. 5000 rpm in 1st, 2nd, & 3rd all have hesitation), then you may want to look into replacing it.
I've got 38,000 miles and 4 years on my '01 and I haven't even thought of replacing it yet. My old car ('94 Intrepid) had over 100k miles on it before the filter was replaced. If you are getting some very bad gas, then you may need to replace it, but why bother unless it'* giving you problems. I know the filter only costs like $5, but no need to just go slap happy and replace it.
If you do, make sure to put some antiseize on the threads of the fuel line. Just be careful and try not to get any into the fuel line as it probably will clog your injectors. If done right, you will never have any trouble replacing the filter again. Also, you will need to bleed the pressure off of the fuel system. I've got a fuel pressure tester that has a bleeder lead, but it can also be done with a rag and a screwdriver (just not as clean). You probably will get some fuel onto the top of the engine, just make sure that the engine is cold when you release the pressure and NO SMOKING!!!