It's always a big subject! 🙂
Personally, I do a 30% water change weekly, but I have waited for a month before doing a water change as an experiment. (Checking water parameters regularly to ensure the Nitrates didn't get stupid!). The parameters were stable, the water was clear, and the fish were happy, so there is no hard and fast rule. I do have very good filters/media, and the pre-filter was cleaned once a week during the experiment.
As Andy and John say, there isn't any harm in doing more frequent changes, but there is a balance of risk - i.e. you forget to treat the water for chlorine, or you open your canister so much it suddenly won't seal! I think you need to observe your tank and your parameters and find the cleaning cycle that suits you and seems to work for the inhabitants.