It would really all depend on your environment.
Under normal conditions, I would replace it once a year or every 25-30k miles. It might be a little overkill, but for $45 once a year I don't think that is outrageous.
I don't think you will notice much of an EGT change when it starts to become dirty, but the truck will start to smoke more upon acceleration because it isn't getting the same amount of air as it did when the filter was clean.