They are only approved for 30 days. I find that about the thirty day mark, my eyes start to get irritated too, so that's when I take them out. I've also noticed that they tend to build up a bunch of junk on them that doesn't come off in multipurpose, although I suppose protein remover would help; I'd say a new pair definetely looks clearer but I doubt anything bad is going to happen if you use the same pair again. You really should be taking them out at least once a month though.
In putting them in for the first time, I believe you're supposed to leave them in for a few days then take them out just to let your eyes get used to them.
In reguards to swimming, I've been fine wearing them, but then I always take them out before I go to sleep. I've had two eyes infections since I got them about two years ago, and both were from swimming and not taking them out.