The answer is:
1] as often as you can afford
2] most insurances only allow a new PAP every 5 years or when the current one is broken w/repair expenses making it more sensible to replace it w/a new one
3] if your doctor determines you need a more sophisticated PAP and writes a new script for one, i.e. you "failed" CPAP or otherwise have a justified NEED for a more sophisticated PAP such as a bi-level (bi-levels are NOT the same as an auto PAP).
PAPs are considerably cheaper purchased online out of pocket as the online providers don't take insurance.
ResScan 3.10 - Resmed S8 ResLink & oximeter
ConTec CMS-50D+ oximeter - Philips EverFlo 5L Oxygen Concentrator
PR SystemOne BPAP Auto w/Bi-Flex & Humidifier - EncorePro 188.8.131.52