When you need to change to a vps? It really depends on your site. I have a blog on vps, which has an average of 150 users online, and it is so-so handled by a vps with 1 gb ram - but if i disable some stats plugin, it can run on a crappy shared host without any problems. So it really depends on what you want to give to your users.
I like vps, because i can use my own programs, scripts, and the possibilities are much bigger, but if you just want to run a forum, or something optimized without much of statistic plugins and big images, and other CPU eating scripts, you will be good on a shared host for a long long time.

The easiest answer to your question: you have to change to a vps, when your site is optimized, and still, your account gets suspended on shared hosts.