I do it weekly to change things up (usually on Saturday mornings before anyone is up, with a cup of fresh brewed coffee) and be sure I am running all of my collection. I have three loops. Sometimes I change out the whole train, sometimes just the loco and caboose.
I don't keep track of my change outs, do you? Seems to much like real work.
This morning I took off all my patriotic trains (except the military train, not sick of seeing that yet, I did put the Baldwin Locomotive Works 4 motored WBB ABBA Sharks in service pulling the train on the 0-72 inner loop, and added the searchlight car to protect the flanks the rear..
I put the Lionel Legacy NPK 765 on the 0-82 outer loop and really enjoyed pulling freight with it, it had been some time. 765 has a great size, not to big not too small, great sounds, auto sound sequence, the whistle is great, the whistle smoke is cool, love the white walls and white trim, the lit high number boards and Led headlight, and Rick Melvin in the cab.
I also put on the Williams by Bachmann PRR 44 Tonner on the 0-54 upper loop pulling a silly mixed freight of traditional sized cars: a TCA banquet mint car, Orioles car, NASCAR car, Zombie car, Fathers Day car, and a 4th of July car, and enjoyed running it, its a nicely detailed little loco, has good pulling power, new True Blast sounds, and Led headlights.
Here is a video of the 765 doing one lap around my layout: