30k is about right, maybe every 20k to be safe. Getting "dirty" is normal; I wouldn't be too concerned unless it smells burnt (kind of a bitter smell) or has a lot of particles, especially metallic.
Most people never change it; I work with a guy who claims he hasn't done it on his old Dodge K-car for 160K miles and it still shifts OK.
Investigate one of those Magnefine inline filters if you have concerns; they work pretty well.