Only as often as it is in your best interest to do so.

If you can shorten the term significantly and raise your payments only marginally, it may be worth it to avoid all the interest you will save.

If interest rates fall and you can save on your monthly payments enough to offset the fees and closing costs of doing a Re-Fi, then it would be worth it.

Otherwise, it takes a bit of time and energy to undertake, so you would have to weigh those factors.