Most Vets would like to see your dog or cat vaccinated for Rabies at least once a year. You will get a letter in the mail asking to bring you pet in for its annual shots. You can ask at that time when to vaccinate for Rabies.
There are rabies vaccines that are valid for a year and ones that are good for 3 years (for dogs. These aren't recommended for cats due to possible vaccine reactions). It is important to remember that rabies vaccines are state required by law so talk with your vet to determine the best protocol for you.
Every year, or three times when they are young.