Tubes will work forever, but they'll slowly lose their crispness and bottom end over time. They just wear out as they're used. Some people like them fuzzed about a bit--it all depends on what you want it to sound like.
I like new tubes, so I retube every six months (I'm using a 395). Every time I retube, I definitely notice the difference. The definition is improved and the bottom is tighter. Tubes degrade slowly over time, so you really don't notice it as it's happening.
If you retube, change everything at once.
One way to know is to keep a spare set of new tubes. If you're wondering if your old ones are worn or not, put in the new ones and see if you can tell the difference. If not, put the old ones back in and keep pounding on them. If you do notice a difference, put the old ones in the "backup" pile and get another set of new ones. This gives you two sets of backups and you'll know if your current set is worn or not.
I've been using the Groove Tubes CHP's (the newer Chinese tubes) and I LOVE the sound over the MESA tubes. I don't like the stock MESA tubes at all, but that's just personal preference. I tried some Sovteks and Svetlanas just to see what they sounded like, and hated both of them. But, as always, your mileage may vary. They may have needed different bias settings, and the MESAs have fixed biases.