The most popular type of wick material is still cotton. Cotton wicks are extremely common and inexpensive, and many people prefer using them. The second most common option is rayon, a semi-synthetic man-made fiber.
Deciding which material to use is a matter of personal preference, but it's important to note that cotton wicks will need to be replaced more often than rayon wicks. Cotton tends to gunk up a lot quicker than rayon, and you'll end up getting those awful dry hits much quicker with cotton.
Generally speaking, you should replace your atomizer coils every few days. This depends on how often and how hot you vape, of course. If you're going hardcore and vaping all day long at high temps, your coil performance will degrade much faster. If you stay on top of things and clean the residue off your coils every couple days, you can extend their lifespan by another week or so.
The type of e-juice that you use can impact your coil life. Some flavors are a little bit more acidic than others and produce more residue, which will lead to you changing your coils more frequently.
The best thing that you can do is to inspect your coils on a regular basis and look for any charring or residue buildup. If you're getting a "burnt" flavor from your vape, that's a dead giveaway that now is the time to swap coils.
The first dreaded sign indicating that the end is near is that your coil and wick will start producing *significantly* less vapor. If you're normally chucking cumulus clouds and all of a sudden you can barely produce any vapor, you know that it's that time.
If you ignore the early warning signs, eventually you'll start to notice a horrible burnt taste every time you take a draw on your device. Over time, as long as you're vaping with the same mod and tank, you'll start to notice the unique quirks in your device that let you know when it's time to switch our your coil and wick.
If you're using an RDA or a rebuildable tank, you'll most likely be taking it apart on a regular basis. When you do, make sure that you inspect the wicks for any burnt ends or discoloration.
The wick definitely absorbs your e-liquid, so if you're switching out flavors you're likely going to get a bit of residual flavor from your previous juice.
Whether or not you decide to change your wick every time you change your flavor is up to you. If you don't mind getting hints of the previous flavor (especially if it's a similar flavor, like switching from one cereal flavor to another), then don't worry about it. But if getting hints of fruity pebbles when you're vaping a rich tobacco flavor doesn't sound appealing, than go ahead and switch wicks.
Dry herb vaporizers don't use wicks, since there is no liquid to absorb. But the coil (also known as the heating element) can degrade over time. Most manufacturers sell complete heating chambers for replacement. You can replace your heating chamber whenever you notice that the vapor quality and production is declining. But since dry herbs don't come into direct contact with the heating element, the chamber is most likely going to last much longer than an e-juice coil.
For concentrate vaporizers, it depends on the style of heating element that you use. Some concentrate vapes require you to place the wax directly on the coil, while others use a "chamber" system similar to dry herb vapes. If you're melting the wax directly on the coil, you'll need to swap it out more frequently whenever there is excessive buildup. If you're using a chamber, it should last much longer.