I just had oil changed at Xpress Lube. They said I needed my cabin and air filters changed. The filters looked mildly dirty, not even sure they were mine. How often should these filers be changed?

Filters can be deceptive - as well as quickie oil change joints!! While a dirty cabin air filter will not affect your mileage or performance, a dirty air filter will rob you of power and fuel mileage.Modern air filters can take a decent amount of abuse but, if it is a disposable, they can clog up and not LOOK bad. Replacing a disposable air filter with a cleanable air filter ( like K&N or Spectre) will improve your engines performance and lifetime span and is something you can do without paying somebody to do for you.Cleaning your air filter about every 10 oil changes will assure maximum performance. Some will say this is too frequent and very well may be, depending on your local terrain ( dirt roads, sand,farming,city, etc.) and you'll have to be the judge on that. Quickie oil changers make their money on peripherals - filters, additives, etc. and many times will tell you a filter needs changed when it doesn't. The general rule of thumb on filters is this;
If you hold the filter up and look through it at the sun or bright light and see light through it then it is still good, but if lots of junk falls out of it then it's time to replace.

Those cabin air filters should be changed every 20,000 miles especially if you live in a dusty area.