Kush,
First of all changing strings can be a real pain in the b*tt. I end up taking my Fender Stratocaster in to have the strings changed because it is such a pain to do them. Now on my acoustic guitar it is pretty easy to change them. Oh and I have also 'poked' myself with the ends of the strings and drawn blood. So you aren't alone there.
I think leaving your strings on until they sound dull is what you are suppose to do. I can't imagine that leaving your strings on for a long time is going to harm the guitar, especially if you are playing the guitar regularly (which we all know you are doing
).