I usually change my thermostats whenever doing other service to the cooling system such as changing hoses and anti freeze. You never know with a thermostat when it's going to go out, I've had them go out when they were pretty new and I've seen them last 10 years or more. The bad thing is they usually stick in the closed position causing the car to overheat.
I had to replace the water pump on my '88 Pony the other day so I changed the timing belt, radiatior hose, heater hoses, and thermostat while I had the system drained. The thermostat was still good, but I figured while I had it drained why not go ahead and replace it then I shouldn't have any cooling system problems. WRONG!!! The next day the radiator cracked. Can't win for losing.