What I've been told from my earliest days in the hobby is that if you wait until you hear an audible difference, you're already damaging your records. This quote from Breier Audio is typical, "As the diamond wears, and the flat spots get larger, the stylus will have difficulty tracking the high frequencies. Your first audible sign of stylus wear will be distortion of instruments like cymbals and violins. Unfortunately, by the time you hear the distortion your needle may already be shaving the vinyl off your record grooves."
When I've had a local dealer, I'd take my stylus in for inspection as marcmorin suggested. At present, I use a Shure M97xE, but the local dealer who used to sell them, and had a microscope for proper evaluation of the stylus tip, closed several years ago. For now, I just take the precaution of changing my stylus every 500 hours. This is about 300 hours less than I used to get when my stylus could be inspected, but my setup is a bit different in that I'm using a Rega RP3 with antiskate set to minimum and with tracking force set a bit higher. This is how this 'table and cartridge combination sounds best to me, and is similar to how VPI has long suggested it be done. VPI has said that under these running conditions, changing the stylus at 500 hours is a good precaution, and I'm happy to follow that advice. For the sake of my record collection, I've always preferred to err on the side of caution when it comes to stylus wear and record damage, and putting on a new $59 stylus every 9 or 10 months is not something I find onerous in terms of cost (feeding my coffee habit and paying lane fees at the bowling alley both consume many, many times that amount of money in the same time period).
