How do I know when my Lyra Helikon is 'worn out' ?

Umm it's worn out now. Mine is to. We both need the new Titan.

Jonathon Carr has a few posts on Audioasylum in the vinyl section. (he's the maker/importer or something to that effect) Anyway, he makes a comment that says how you lower the stylus onto the record has a big impact on his cartridges life. Do a search there under jcarr I think...

PS...found the link for you

http://db.audioasylum.com/cgi/m.mpl?forum=vinyl&n=265884&highlight=jcarr&session=

I'd estimate near-10 years with average listening 2...3 hours per day.
You will recognize its half-life sonically with distorted highs. In this case you simply increase the pressure by quarter-gramm or higher(by-ear) and continue continue listening for the other half-life.
You can't just replace the stylus in MC cartridge since this is quite complicated "surgery".