Well actually your supposed to change plugs almost as frequent as oil, like once every two to three oil changes, which is roughly once/twice a year, to make sure your plugs are at optimum level.
^^ This is not correct, every two or three oil changes is about only 9,000 miles considering you change your oil every 3,000 miles. Spark plugs usually last around 30,000 miles or more, so unless you know theres a problem, you really don't need to change them that often, or you are just wasting your money.
Also if you use Platinum Tipped Plugs, they last longer than the regular kind. Somtimes up to 100,000 miles.
And about which plugs will give the most horsepower? Just go to the dealer and buy whatever the car was first equipped with.
A spark plug isnt going to give you anymore horsepower.