That entirely depends on where you live, and whether you care about the warranties given by the companies. Generally, if the dog is not on the pill year round, and they come down with HW, then the company will not pay for treatment.
I personally give from May through November (my dogs got their last pills for the year last night). I test every other year. I live in a climate where we actually have seasons, and it gets cold enough to stop the skeeters. I figure if I'm not getting chewed up, my dogs are safe, since I am a magnet.