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I just bought an xp3 for my 33g tank which if filled with about 20/25g of water. I was wonder how often do I need to clean/replace the media?

You should change the carbon about every month. When you do that just rinse out all the sponges and everything else. If you're using chemical media other than carbon, check the package for how often it should be replaced. Also, when you're cleaning it, remember to keep the bio media wet in tank water the whole time. Letting it dry out or rinsing it in tap water will kill lots of the good bacteria.

I read the box for the biological filter (ceramic rings) and it said that they should last with normal use. Does that mean that I NEVER need to change them? That just seems too go to be true.

Yeah, i don't think you would ever have to replace them. It's pretty nice. You don't really need to replace the sponges very often either, and if you're trying to save money on filter media you can always buy bulk carbon rather than buying the packets that are specially made for the filter.

I think eventually the rings should be changed, but it would be quite a while before you needed to do it.

How would you know when to change them?

When there wearing down, or falling apart, etc., etc.. But, like stated above, this would take a few years, with normal use.

I've not seen a change in mine other than color, some of them are maybe 3 years old. Now i'm curious to see how long they make it!