when / do you change your skewers (QR etc)?

I asked my friend Clive, who works in Health and Safety, for an opinion on this issue. He sucked on his pencil for a bit and then gave one of those long, tedious inhalations of breath normally confined to garage mechanics who have inspected your car's latest fault.
"Not a simple problem, not simple at all. The component in question is routinely subjected to any number of forces. Compression, tension, shear, twisting and impacts, just to name a few I don't fully understand. And then there's the worry of corrosion and accidental immersion in battery acid, I shouldn't wonder. Not to mention the possibility of the bike falling onto your head as you kneel to inspect the bloody things.
It would be best if we took a responsible attitude in this case and banned cycling altogether. After all nobody NEEDS a bike do they? Loads of buses and trains zooming about the place and they are really safe with no quick releases anywhere. And cars of course, don't forget cars. You're extra safe in a car, it's the seat belts you see, and the ESP. Or should that be EPS? Anyway, whichever it is you will be much safer in a car. I should buy one if I were you."

When I've got an unidentified squeak that I can't place (some are prone to this)

I understand the line of thinking here but if you are going to go down the route of routinely changing parts to avoid sudden failure as a result of fatigue you need to consider a lot of components. Frame, fork, stem, bars, cranks and pedals would seem pretty likely candidates.

I have thought about this previously and gave some thought to changing my whole bike regularly to reduce the risk of sudden failure and selling on my old bikes as I go but its probably a cost-prohibitive exercise.

Much of the mechanical world relies on bolts, whether in shear or in tension -all a QR skewer does is put a long thin bolt in tension without the use of a spanner. Aside from gradual deformation of nylon/plastic bearing surfaces with some external cam designs I guess the main points of failure are gonna be at the threads, or the cam pivot itself. But I can't think I've ever heard of one failing.

There's the issue of QRs possibly becoming loose when used with disks wrt Ti skewers and /or some cam designs, but that's another story..

Check 'em periodically by all means, but I wouldn't lose sleep over it.

I'm still using Shimano skewers that are well over ten years old; I visually inspect them now and again and occasionally clean them and smear a bit of grease along them and they're fine.
I would be wary of any that I hadn't owned from new though - some people misunderstand how to use them and really do overtighten them, using the cam lever as an extension to wind them up which could strip the thread and/or stretch the bar. Equally, I've always steered clear of ti skewers in the belief that they may stretch in use (anectdotal paranoia?).

All my wheels are either Shimano wheelsets, or Shimano hubs. I only change my skewers when I chuck out my wheels. In practice I dare say they last almost forever, although it makes sense to check for corrosion and cracks every so often. I think you would notice that you would be unable to properly tension the quick release if there was crack, before the crack would propagate.

I am a mechanical engineer, although it is many years since I studied fracture mechanics.

I would be more concerned about super lightweight boutique skewers.

The skewers directly aren't under all that much force though are they, just a bit of tension and unless tightening with a machine like grip, they aren't going to get fatigued...

I have some Campag skewers here from the 60's, they still work fine.

Just inspect them routinely for cracks and damage.

...and obviously that they are fully secure!