It depends on what kind of inserts you are talking about. There are three types of filter media commonly used in aquariums: Mechanical, biological and chemical.
Mechanical inserts merely trap debris in your filter. This could be a sponge, foam block or something similar. I don’t like to replace these unless they are starting to disintegrate. You do want to take it out once a month, rinse it out and remove any debris trapped in the filter itself.
Chemical media is intended to alter water conditions in a positive way. Activated carbon is common, but there are others. Follow the manufacturer’s recommendations for advice on when to replace them.
When we talk about biological filtration, we mean the colony of helpful bacteria that live in your tank. These microbes break down waste chemicals, making the water healthier for your fish. They live all over your tank, but especially in your filter and gravel.
We can help them out by adding biological media to the filter. This is usually a mesh bag with a bunch of pellets inside, which gives the microbes more surfaces on which to grow. As with the sponge, you can rinse off any gunk when you clean your tank, but you don’t ever want to replace biological filter media unless it is falling apart.
So, what about those filters with the all-in-one inserts that do everything? You’ll want to check with the manufacturer for their advice on when to change them out. Because they usually have carbon in them, the typical recommendation is to change them every month. Just remember, when you toss out the cartridge, you are tossing out a lot of your helpful bacteria.
As for me, I wouldn’t change it unless it was disintegrating. I’d rather have the bacteria than new carbon.