Take a look at the rim of your wheels, if there is noticible bowing or the guide line is noticibly raised then it's time to consider a replacement. If not, place your thumb on the rim and roll it round to the inside. If the corner between the rim and the inside feels particularly sharp then the rim is worn and replacement is imminent.

Naturally if you see cracks then replacement is an urgent requirement, it may not even be safe to ride it.