We've found it best practice that when replacing a failed headlight bulb, to go ahead and replace the other at the same time. Not only does it make sense, but it is a time saver. By replacing both bulbs at the same time, you save yourself from a repeat visit a short time later when the other bulb undoubtedly fails within days.
With today's 'Daytime Running Lights', most headlights are on anytime the engine is running. This causes the headlight to wear out much quicker, within 12-18 months. This is especially true of the 'H-7' bulbs, which are used in the majority of Volvo, BMW, Mini, Audi, Mercedes, and VW autos. So to save a little time, change both bulbs at the same time.