Never. I use fluorescents :)

Metal halides in general suffer more loss of light than fluorescents (especially triphosphor fluorescents) or HPS. I haven't seen a lumen maintenance curve for the Agro Sun but expect a minimum of 25% light loss by the end of life. "Standard" metal halides lose 40% of their light by the end of life. The light loss occurs mainly in the first 5,000-10,000 hours. The decision on when to swap out is entirely your's. If you plan your light levels to take account of the lumen depreciation then you can run it for its full life. Historically, metal halides were always replaced after a set number of hours because the actual failure tending to be messy and dangerous, although modern bulbs are designed to fail more safely.

I generally replace mine after a year of (12- to 16-hour-per-day) use. That's about 5-6,000 hours.