You should wash your bed sheets and pillows at-least once per week using 130 - 140 degree water to get rid of dust mites.
If you sleep in the nude, you should wash or change your sheets twice per week.
Having several sets of bed sheets available to rotate is best so they last longer giving the fabric a chance to rest. Use non-chlorine bleach on colored sheets. Bleach white sheets only when necessary so as to not weaken fibers.
People shed skin cells in their beds and dust mites love to eat skin cells.
If someone wets the bed, sweats at night or there has been sexual activity you should wash the sheets right away!
Other bedding such as comforters, blankets and bedspreads should be washed every few weeks.
Pillows take on a yellowish hue due to oil from face and hair as well as drool.
Pillows should be replaced every few years because they collect dust mites.