There are as many opinions about this as there are eyebrows.
This is copied from the Wolf Gunsprings website:
5. How often should I change magazine spring? Should I unload my magazines, rotate magazines, load with fewer than the maximum rounds?
Magazine springs in semi-auto pistols are one of the most critical springs and are the subject of much debate and concern. Magazines which are kept fully loaded for long periods of time, such as in law enforcement and personal/home defense applications, will generally be subject to more fatigue than the weekend shooter's magazine springs in which the magazines are loaded up only when shooting.
Magazine design and capacity also affect the longevity of the spring. In many older pistol designs, maximum capacity was not the always the goal such as with the 7 round 1911 Colt magazines will last for years fully loaded. There was room for more spring material in these guns which reduces overall stress and increases the usable life of the spring.
More recently higher capacity magazine have become popular. These are designed to hold more rounds with less spring material often in the same space. This puts more stress on the spring and will cause it to fatigue at a faster rate. Unloading these magazines a round or two will help the life of the spring. Rotating fully loaded magazines will also help the problem somewhat but it is not always practical.
In applications where the magazine must be kept loaded at all times, a high quality magazine spring such as Wolff extra power magazine springs, will provide maximum life. Regular replacement of magazine springs will provide the best defense against failure from weak magazine springs. Regular shooting of the pistol is the best way to be sure the springs are still functioning reliably.