First question, are you getting oil in the coolant or the opposite? If not, then you dont really have to change it. The best way to replace it, would be to remove the head which is a lot of work but it can be done with out the head removal, just way more of a pain. IMO, if no mixing, then don't worry. Unless you are the first owner and the car has less than 50k miles on it would I even consider changing it. Most cars should have had this gasket replaced due to failure at one point or preventative.
At least my .02. Now if you really want to have an excuse for digging deeper, that would be one and you will learn a lot in the process.