The general rule is to have the system flushed and fluid changed once every year, or at least once every two years. If you live in a climate with wide fluctuations between summer heat and winter cold, the more changes the better. Also, be sure to check and change the belts and hoses on schedule. Belts will noticeably crack with age. Hoses, however, rot from the inside out, making it nearly impossible to tell they're bad until they blow.
Filters are a necessary evil.
Your car eats fuel and breathes air, both of which contain impurities that need to be removed. The more fuel and air your auto consumes, the more the filters need replacing. Don't forget the oil filter, which should be changed with each oil change, and the transmission filter, which should be changed when your automatic transmission is serviced. Your owner's manual will have specifics on each filter. These three areas of preventative maintenance are the big three when it comes to keeping your auto happy.