Yes, most shops in Aust will only change them once they fail, however this is due to the fact that they cost $80 here and US$5 in the States.

What you said about there being no inbetween failure stage is exactly why it took so long to track down my problem. I suggested we try the coolant temp sensor, and so went ahead with that. No change... but then a while later I said, "what the hell, it's $5, try another one". Voila, problem fixed.

This poor running issue was aside from the one I had due to a faulty injector wiring harness that took 6 weeks to track down...