I've done September changes on our 2001 XJ with the Aisin-Warner O/D trans (AW-4), at about 9k, 38k, and now at 60k (2600 miles/month, roughly).
This time added B&M #70268 cooler and MAGNEFINE filter downstream of radiator.
(This link details power-steering system, done similarly, at same time.
http://theoildrop.server101.com/cgi/ultimatebb.cgi?ubb=get_topic&f=16&t=000657#000017
Trans was cleaned with ARX according to directions first. Then, a flush with a full twelve quarts of SCHAEFFERS #204s Dexron-Mercon Supreme blend. (System holds 8.45 quarts; I saved the last few quarts flushed for a leaky trans on another vehicle).
At around May 1st of this coming year (about 18k miles more), will flush/replace filter to be extra certain of cleanliness. Will do a UOA one year after that.
Otherwise, at least do annual changes of ALL fluids for best performance: brake, steering, trans, rear end, coolant. Lubricants get old, and why take a chance on "premature" wear when changes are so easy?