Yikes! That's a pretty... vast... question. I guess it depends on what impression you want to give the listener!
For example, during the Baroque period, there tended to be a harmonic rhythm, where the harmony would change mainly on strong beats, at regular intervals (1 and 3 in 4/4, every measure in 3/8, so on and so forth), so the music had a kind of "pulse" to it. Of course, not all music respected that principle, but a great number of Bachès preludes and fugues illustreate the principle:
(harmony changes each measure int he prelude, each beat in the fugue)Some music during the classical period also had that same tendency:
(every measure during the first theme)As the art progressed, the rhythm at which harmony changed would get freer. Composers would have melodies above very slow-moving harmonies, not changing regularly:
Or the music could become very agitated, and the chords would change more rapidly:
In any case, the examples I'm giving are probably not the best ones to illustrate what I'm trying to say, but the general idea is that your harmony should serve the music in general, providing atmosphere and emotion - depending on what character you want to give your piece, you could choose to use faster chotrd changes, slower chord changes, irregular chord changes... there are many possibilities, but you need to choose the one that is the most appropriate to your music.
I hope I was able to help a little bit, at least :)