Don't replace the cassette unless its worn. You will be able to tell if its worn because when you put a NEW chain on it, the chain will skip.

The cassette will last a long, long time if you replace the chain well before the chain reaches its wear limit. I've put at least 7 chains on the same cassette and over 10k miles and the cassette is still fine. Chains is cheap, less than $20. Some cassettes are really expensive, like a Shimano 11-21, which goes for close to $200. I'm not going to get a new $200 cassette every time I change the chain.