I've most often heard that replacing the chain every 1500-2000mi will greatly increase the milage you'll get out of the chainrings and cassette. Otherwise, if you go 4000+ (ish depending on maintance) on the chain, the other stuff will likely need replacing as well. As with any mechanical system there are many variations that will cause high and low values for wear life.
aka: I've never had a bike long enough to need any of that stuff replaced yet that I actually bought the parts new...
