The spark plug wires transfer high voltage power from the coil to the spark plugs in the engine. Rough idle, poor fuel economy, engine knock (a thump from the engine bay accompanied by a lack of power), or a failed emissions test can all be signs that it's time to change spark plug wires. Many modern cars have replaced wires and coils with a combined coil on plug or coil near plug system. With these designs, normally the entire unit is replaced; however, sometimes individual components such as the boot are available.
One of the easiest ways to check the condition of your spark plug wires is to start the engine with the hood open during the night. If you see any arcing anywhere down any of the wire's length, the wire is mostly likely faulty. With the engine off (and under good light) inspect the wire's insulation to make sure there are no cracks, and check where the wire enters the boot to ensure that the wires aren't coming apart.