If a particular horse has not had injections before..when do you know it's time to think about doing them or to do them at all? 

If you suspect it, take them for an exam. 

I have great vets around me and I know they see more then me, but if I feel it, It's normally time.

When I notice something off in their barrel run, I take them to the vet for a lameness eval. I actually just took my 5-year-old and we decided to inject. She was hopping a little bit on her left turn (first barrel). She didn't flex too back and ultrasound/xrays didn't look too bad, but because there was a performance issue there that I did not want to get worse, I felt it was best to inject if I wanted to keep hauling.

I've learned over the years with my horses that it's usually not me (as the rider) and usually not a training issue. If the horse is having a hard time doing something, then they are usually compensating for pain somewhere.

Sometimes even if I do not suspect a problem, I will take them to the vet anyway for a "routine" lameness exam. I've had that pick up on things before that we could address, before it actually became an issue on the pattern. Sometimes being proactive goes a long way.