Air filter change is different for everyone. Usually what you do is, at every oil change, you remove it and shine a good light through it. If you can't see the light (or not much of it) on the other side of it, you should replace it.
Use a good light source directly applied to it, like a 60+ watt bulb like mechanics use when repairing under your vehicle.
Basically, it all depends on where you drive. Driving in winter, in sandy/rocky roads full of dust and others will likely have you replace the air filter at less than 20,000 kilometers other kind of "clean air" driving will likely yield better mileage before replacement.
By the way, it takes about 2 minutes to replace and only a few bucks at the local Canadian Tire or auto parts store near you. Much cheaper than having it done at your dealer.