I retie at least once each practice, sometimes more, and usually between warm-up and competition or test if I have time. I have a lot of excuses, foot cramped, foot is cold and numb, toe hurts, tights are bunched up, too loose, too tight. You would think that after all these years that I can tie my skates properly, but I still do it wrong sometimes. Based on the other comments, I should probably just replace the laces... I actually have the lace in one spot tied in a knot on my right skate and it has been that way for probably six months. That's probably a good sign that they need to be replaced.
My coach makes fun of us when we have to retie our skates, but she said she did it all the time as a skater, too.