I had to change the flavor wicks (the wicks that sit on top of the coil) every day basically (i.e. every time I would load up a new tank of juice). You can pick up some length of silica wicking and then cut little pieces that fit your protank.
And yeah, you will want to get 3 or 4 packs of fresh heads so that you can replace them.
There are lots of good videos on youtube that show you how to clean the heads and even rebuild them if you're feeling adventurous. Rebuilding saves money and provides a better vape, but one thing at a time.