I would not wash them. It might weaken some materials, and some laces are treated with a coating, which washing might remove.
I replace my laces when I see signs of fraying, or when a tip (aglet) comes off. How often you need to change them varies a lot, depending on the material of the lace, how you lace up, whether you snag them against a hook, whether you nick them against the blade edge or picks, whether you step on a tip, .... Barring accidental damage, I typically change my laces once or twice a year (I skate ~5 times/wk year round, 1.5 hrs/session); this is with either the Jackson poly laces or the Riedell combo poly/cotton laces. I'm not sure whether total skating time is a good indicator, because I think most of the wear comes from lacing and unlacing. Also, I don't know whether the stress of jumps shortens the life of the laces (I don't jump).