Before I went to Di2 on my main bike, I replaced the rear shift cable every 6 months (about 2,500 miles) and front every year. Simple job when the cable is still undamaged. Absolute PITA once the cable has started shredding inside the shifter.
Cables aren't very expensive, it's not worth waiting until they fail. Not only does this leave you in a bind when it happens mid-ride. Picking the little bits of broken cable out of the shifter is tedious.