How often should you change a 3 gallon in-tank filter?

Filter media should never need changing. You can rinse of debris in the old tank water at each weekly water change, but throwing away sponges can actually ruin your water quality! You throw away the majority of the good bacteria that keeps your water quality healthy. I have healthy sponges over 7 years old in one of my tanks.

You should only ever replace filter sponges if you're restarting the tank, or they've got tatty and need replacing. And you can only replace them in two stages, letting the new sponges run alongside the old for several weeks before throwing away the old. If you had a larger filter that had two or sponges in there, you can replace one at a time, but if it's only in a 3 gallon (which is a TINY tank) I doubt you have this!