According to Good Housekeeping, bed sheets should be washed every other week at a minimum. If one sweats at night, then bed sheets should be washed on a weekly basis. Pillows and comforters should be washed two to three times per year.
An easy way to remember when to wash pillows and comforters is to do it when the seasons change. If someone has been ill, all of his bed linens should be washed as soon as possible. Washing linens too frequently can shorten their lifespan. Bath towels should be washed after three or four uses and hung to dry between uses.