Depends on how often you use the engine, and whether or not you always bring the engine temperature up to operating speed when you do.
We bought our boat with 888 engine hours (1986 boat, bought in 1998). We now have 2400 eh.
Fuel filters: primary Racor, secondary engine mounted; I put off doing the Racor for years when we first got the boat 'cuz I was "terrible feared" about bleeding and never getting it going again!!! Piece of cake. This will help you:
http://c34.org/bbs/index.php/topic,2884.0.html. Secondary I do every two or three primary changes. Frequency: 150 eh.
Oil filter: I check the dipstick every time before I start the engine. Usually change this filter once a season or so, 100 to 150 hours as well, sometimes less. I built a connector from the oil pan drain line to a manual hand pump. There are all sorts of oil extractors out there.
If I haven't sent you here yet, try our C34 Tech wiki, engines:
http://www.c34.org/wiki/index.php?title=Diesel_Engine
We generally run our engine almost twice as much as the "regular" 100 eh/year. We have a 45 minute run to open water out and back, so it gets a lot of use and were using it once a week, almost all year long (up until my skiing accident two years ago).
Take care of your engine, it'll take care of you.