What type of filter are you using?
You should rarely have to change filter materials. When you do, you're losing all the good bacteria that lives in your filter. Keep using your filter material until it falls a part. If it needs cleaning, just take some old tank water and rinse the materials in a bucket then put them back into your filter.
Have to agree with Alisha here... they tell you to change them every week because they make money when you buy new ones! It is not good for your tank at all and can actually cause a mini cycle to occur.
The best way to handle this is to rinse the filter media in the old tank water that you take out during a PWC... just swish it around and get the crap out. Most of the bacteria will still be there (or at least a good bit of it). Just because it isn't white doesnt mean it isn't still working. Don't ever rinse it in tap water, as tap water contains chlorine and will kill the bacteria. Only change it out when it fails i.e. is falling apart.
Regular changing of filter media is another terrible bit of advice that is all too common in most pet stores/LFS. I have gone months and months between changing filter pads in my tanks... and never have any ammonia/nitrites, and my water is always crystal clear.