I chose once a month, but really, we just wash them when they seem to need it/when we remember. We have a king-sized bed, so getting the sheets on and off is a total pain, and they fill the washer so nothing else can go in with them (not even our two shower towels). With all the other laundry we do (our regular clothes, our workout clothes, LO's stuff, DH's dress shirts), sheets are almost last on my list (dog beds/toys/etc. are dead last!).
Re: CPW: Bedsheets
Ours used to be monthly (or when needed) until we bought a second sheet set.