NiMH batteries don't have to be fully discharged as often as NiCd, and discharging them fully just for the sake of doing it just adds extra wear to the battery. That said, it's recommended to fully drain NiMH about once every 2-3 months, since they can experience "memory" effects, but nowhere near as bad as NiCd. The recommendation for NiCd is at least once a month, or when you start noticing capacity problems. It helps to have a good charger that has a capacity readout.
Be careful that when you fully drain them, that the batteries were charged to the same level first, or the stronger battery will over-drain the weaker battery and cause it to get a negative charge, which isn't good. This is more of a concern when the device you're using won't shut off when the battery gets too low, like a flashlight, or when you have more than 2 or 3 batteries in series (one battery being fully drained won't affect the voltage as much when there's a lot of them, and the device will probably keep running).