Well you're lucky to have clear housings, that's a bit of an expensive addition, think those suckers go for $20 a piece! However how often you need to change depends entirely on your water supply and how much water you put through them to "make" water, dirty water with lots of water changes you'll need to change the filters more frequently.
On the sediment filter (first one) it initially is white, if it starts looking like a medium-dark tea color I'd replace it.
Carbon filters (probably your next two filters), unfortunately the color test doesn't work well on them because the sediment usually pulls out most of the colorful gunk that would change them, most likely your first carbon is much darker than your second for this same fact that the first carbon will pick up any residual stuff that the sediment missed. Now the carbon's job is to remove VOCs and chlorine/chloramine, so again depends how dirty your water is... also depends how expensive of a filter you got, they range all the way from 5000gallons to 20000 gallon capacity, if you had the cheaper filters iniitially, changing them with the sediment filter is probably a good idea, if you have the longer lasting ones, which honestly I would only put one on the 2nd carbon filter spot, you probably can wait out another 2 sediment filter changes.
RO Membrane should be your 4th filter, unfortunately when to change it is really a tricky question, there' no real way to tell how bad it is unless you monitor the water before and after going in (which isn't a bad idea IMO) if it looks like it's pulling 90% of the stuff out (TDS) then it's fine, if it starts dropping, time to change, life spans I've heard on these are 2-5 years though sometimes longer. The one filter you need to worry the least of changing though now.
Finally is the DI resin, maybe 2 containers of it. Now color changing resin is nice... however I've noticed that a mixed bed color changing resin (at least the stuff I got) has a tendency to separate really making the color change useless unless you note which half is which. Now I have 3 chambers of resin, so the first chamber will change long before the 3rd so I have that visual que to let me know. But honestly use your TDS reading to let you know when it's time to change that. I wouldn't change it until I start reading over 10 TDS, reason why I don't say zero is because occasionally it goes out of whack, might be off a bit, but it gives you some leeway, however if you start to see it creep up each time you make water, you should change it.
Well hopefully this long winded explaination helped .