Many a times a design which sewed out perfectly in the past, just doesn't sew  out good enough - this could be caused by an improper size needle or blunt needles.

Needles and threads have a size number and thickness respectively - if these mismatch, then there will be lots of thread breaks and various other issues affecting your embroidery.

Blunt needles are a major cause of thread breaks, because when the needle wears out there are shards of tiny metal protrude from the tip of the needle and are as sharp as razors, they either peel or cut the thread - use a magnifying glass to see for yourself.

So, the burning question remains - how often should one change the needles?

Needles on a multi-head machine wear out according to the colors being run through that particular needle - for example if you have a jacket back design with a fill and a border - the needle used in for fill will wear out before the needle sewing border.

Cheerios.