From Dan Cross,
Your Guide to Guitar.
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Over time, dirt and oil from your hands build up on your strings, causing them to tarnish. This dirt on your strings will cause them to begin to sound dull and lifeless. Washing your hands before playing will extend the life of your strings, however other factors (like the natural stretching of the string over time) will require you to change your strings regularly.

How often should I change my strings?

It varies from guitarist to guitarist, but keep in mind...

• guitarists who sweat more will need to change their strings more
• guitarists who smoke, or play in smoky clubs will need to change their strings more
• those who spend hours a day playing guitar will need to change their strings more
• guitarists who play "hard" (heavy grip in fretting hand or an aggressive picking hand) will need to change their strings more

How do I know if my strings need to be changed?

You'll know if...

• you have a harder time than usual getting the guitar in tune
• your guitar tone begins to sound "flat"
• your strings begin to discolor or rust
• it's been several months since you last changed your strings

What do I need to change my strings?

Here are the few required materials and tools...

• A set of replacement strings. Electric guitar strings come in varying "gauges" (thicknesses). The lightest-gauged strings are easier to press down on, but are much harder to keep in tune, and tend to have a thinner tone. If you've never bought strings before, then just pick up a few packs of light-gauged electric strings.
• A string winder (see photo). This isn't a requirement, but will make the job of changing strings much simpler, and they only cost a few dollars.
• A clean cloth. Since you're removing the strings, you might as well use this opportunity to clean those hard-to-reach places on your guitar.
• Pliers. So you can cut away excess new string length.