Alternator..........when it fails
Starter...........when it fails (or if you have it out with the tranny, inspect and replace the brushes and solenoid contacts (if necessary)and lube)
Distributor............when it fails
Water pump......... when it fails (or you've rebuilt the engine) or with some engines when it is easily accessible due to some other problem
Oil pump...........when if fails (or you've rebuilt the engine) or with some engines when it is easily accessible due to some other problem
Thermostat..........when it fails (or with the water pump, or the radiator)
Radiator..............when it fails or is hopelessly clogged up or you need more capacity (towing)