If your string is getting a little old, then you want to change the cables too. My string tends to take more abuse and wear than my cables, but as bigcountryextreme pointed out they actually do have more load on them.

When you change either the string or the cables, you will have a break in period where the strings and cables aren't the same as before and you're getting everything tuned back for you. If you change both, you only go through this once. If you change one or the other, you go through it twice.

Allen