Talk about PITA, buy ya after seeing how nasty a sock can be after only 2 days, Im glad I do or all that stuff would be rolling around in the tank.
As for regularity of changing them, I shoot for 3 days. But it isn't uncommon for me to be a lazy reefer and wait for 5.
I also wash them with bleach and a double rinse. I also run a rinse and spin empty before I put the socks in just in case there is any soap residue left over.
On a side note, make sure you never use the new splash-less bleach it is not reef safe.