Ball bearings and races have to be in pretty bad shape before you will notice the difference, but once they start grinding they go bad pretty fast. Some people replace ball bearings regularly just because they're cheap, and you might as well replace them after you got all greasy taking the bearing apart. Keeping them greased and properly adjusted is the main thing.

A new chain will usually not make a noticeable difference unless the current one is skipping or otherwise behaving badly. Sometimes putting a new chain on old cogs will actually make it worse because the chain and the cogs wear together.

Maintenance is good, but I generally don't replace things unless they're clearly broken or I want something different.