I change em when they need them.
Play the gear regularly....they will last and last and last.
Yep.
Gigged a bunch with mostly JCM/JMP Marshalls, no failures yet with OG Dalys/LCRs. Only 1 Vintage Marshall needed them; as they were starting to leak powder out of the bottoms. I've changed a few others, but only to hear/feel the difference with lower values in the PI/Preamp sections.
Larry himself said "Vintage Daly and LCR caps seem to have unnatural long life." Which is why he uses vintage LCRs in all his builds.
As Hard Driver said, you can measure them to see how they are. If you do replace them in a vintage amp, save them as they can be re formed, a future buyer may value them if you sell the amp.
One thing I'd mention, if you have a vintage Marshall I'd highly recommend using ARS IF you decide to change them. They look and sound just like the OG LCRs/Dalys. I've noticed a slight difference when I've played Marshalls with F&T caps. Very subtle, but the decay to the notes/chords sounded strange to me. Happened a few times, first with a Jubilee 2555 and next an 82 2204. Swapped in ARS, and that fixed it.
With other brands/builds, I'd be more careful as I don't have much experience with amps not named Marshall/Mesa. I'd probably just change them without hesitation. Mesas, Mike B always changes the can caps if he services the amp.