Not that often, on the waters I currently fish the majority of the food the Trout eat is terrestrial, so the fly's I use will nearly always be a representation of these insects which are mostly black and vary from small to medium size and some daddies. I usually start with a cast of various sizes and spend my time trying to locate the fish, I have found for me this is far more productive than constant fly changes.
However when fishing for Rainbows I will usually start by fishing different depths with various nymphs and then if I have no luck in an hour or so and I still think I am on fish I will change to something different and fish either buzzers static or pull something blatant and gaudy through the water, then if still still no enquiries then

I will move to another area.....
For me location is still more important to me than confusing myself constantly changing flies and trying to find what fly to use..