If you use Bitcoin Core or a wallet like that (that saves a wallet.dat file with all the private/public keys) remember that each time you generate a new key, your last backup will not have this key. Since it's recommended to generate a new key for each transaction, frequent backup is recommended.
I think backing up your wallet.dat file every week is enough. I save mine in a couple usb pendrives and a couple hard drives weekly for years, never had a problem. Don't forget to encrypt it as well.

If you don't want to bother just use an HD wallet. Btw HD wallets are coming to Bitcoin Core too I think soon.