Every week,at least!!! If I have been doing mucking in the garden type of stuff,and feel grotty even after a good scrub in the shower,I will change the bed linen even more than once a week. There is nothing as gorgeous as fresh sheets and pillow cases dried in the breeze and sunshine!!
I don't change bed linen at all - I leave it to my cleaner as it can be too tiring for me. So pillow slips and sheets get changed at the same time, once a week. I don't see why you would do one more often than the other - bodies are as stinky as heads, I think!
Summertime I change the sheets twice a week but the pillowcases I tend to change more often. If the weather is very, very hot then I change the pillowcases every day because they (and the sheets) dry so quickly that it is not a problem.
I never dry the pillow cases in the drier - I think that they need the sunlight and the fresh air and anyways my husband's pillowcase looks like he has been fighting with it every morning. I hate that "slept in" crumpled look of his pillowcase. If the p/cases are nice and fresh and ironed your face is right next to them and it is a lovely, calming smell.
In Summer I change them at least once a week , always with the sheets. If I have been sweaty I will wash sheets and pillowcase more frequently.
In winter we use flanalette sheets. To keep them fluffy and not wash the life out of them, they are changed every two weeks. If someone is sick
I wash the bedding more frequently to avoid spreading germs and to create a pleasant environment . I am lucky to have a sunny bedroom in winter and I like to fold my bed open and let the sun shine onto it to help sanitise it. I like to air all my pillows in the sun for a couple of hours a few times a week as well. I feel they are clean, and they smell fresh.