Unless you enjoy riding a long way home up hills on the 11/12 tooth small cog (BTDT ), you'll want to replace them on a somewhat regular basis, even if they look OK.

My 105 rear shifter cable broke at 3800 miles, and then again at 8200 miles. Two different LBS head mechanics and Shimano confirmed this was problem/feature of Shimano 10 speed STI shifters. They break inside the shifter where they are wrapped tightly around a small drum. Shimano said they need to be changed regularly but wouldn't commit to a mileage interval. Lucky me, I found that interval on my own...

Because they break inside the shifter near the cable head, and you may not have been in the small cog at the time, getting the head and little bit of cable left out of the shifter can either be hard or impossible. At my 3800 mile break (under warranty at 3.5 months), the LBS was able to fish the cable head out; took about 45 minutes. At the 8200 mile break (at 7 months, again under warranty), the LBS failed and called Shimano. They over-nighted a replacement for it.

Using those data points, I bought a dozen shifter cables and was resolved to change them (rear, at least) every 3000 miles. I did that a few weeks ago at 11,200 miles; when I pulled the cable out of the shifter you could see two wire strands were already broken!

Trust me, it's VERY easy to replace a cable before it's broken. After that...