I rotate every 5k when I do an oil service. Always do front to back. At one time the suggested method of rotation was to cross the non-drive wheels to the drive, and rotate the drive wheels straight back or forward. Now it is suggested to rotate front to back for all wheels (except staggered of course, can't rotate those). I remove all the corrosion on the rotors / hub when I rotate as well and remove any from the wheel.
I have never re-balanced a wheel without replacing the tire, except for when a flat repair takes place, and that is done by our tire shop. I have heard that for best results, when you rotate the tires, you should have them balanced (or rather after X amount of wear, they should be balanced).
I would say it's also worth having your alignment checked before replacing tires, just in case anything has changed that would cause additional wear. Also a good time to inspect the control arms and tie rod ends. Make sure everything is in good condition and no bushing are torn or ball joints loose. Also look for torn C/V boots and torn ball joint boots.