It's a personal preference really. The thinking is that it's good to rotate foods so your dog gets more nutritional value from different protein sources.
You could rotate each bag or every 2 bags - it's all in what you want to do. Some people advocate slowly transitioning however some dogs don't require a slow switch. You would have to make that call since you know your dog best.
If you are feeding your dog a food that is a high quality and it's working for him, stick with it. One thing you could do if you wanted to is buy a small bag of another food and just mix it with his regular kibble - he gets a variety and a different protein source.
Hope that helps.
