When Should I replace the rotors on disk brakes? I've probably done about 20k on the rotors I bought the bike with. They still work fine, but are visibly worn and slightly grooved from me not replacing the pads soon enough a few times.

How do I know when it's time to get new rotors (apart from by finding out the hard way, of course)?
Normally the manufacturer of the brakes gives some minimum value for the rotor thickness. For higher prized brakes they often even provide some gauge that lets you easily check if the rotor is still thick enough.

Typically the minimum thickness might be somewhere below 2mm (I believe to remember that the absolute minimum for Magura discs should be 1.7 or 1.8 mm). But as said, this should be an information that should be in the manual fo your brakes.