How long is a piece of string? Replace those parts when they are worn to the point they need it. It doesn't matter what anybody else does.
Some people report needing two chains for every sprocket change and others report the opposite. While my chains would kink before any noticeable sprocket wear was evident, I'd replace all together. It's better than a broken chain holing your case. I've had chains need replacing anywhere from 11,000 miles to 26,000 miles. I've had rear tyres wear out at 8,000 miles to 20,000 miles and fronts from 15,000 miles until they aged out rather than distanced out. I got more miles out of tyres than most people because I was a long distance tourer. That's easier on brakes and tyres than any other form of riding.