The Constitution isn't explicit in how often or when the President must report the SOTU and it has become traditional, since JFK I believe, for the incoming President to address a Joint Session of Congress with a speech only
casually called a SOTU ... but not by the White House. Before JFK, I believe it was unusual for the new President to do so.
Article II, Section 3 of the United States Constitution states,"He shall from time to time give to the Congress information of the state of the union, and recommend to their consideration such measures as he shall judge necessary and expedient;..."
Also, the three most recent presidents (Bush, Clinton, and G.W.Bush) addressed a joint session of Congress shortly after their inaugurations but these messages are actually not considered to be "State of the Union" addresses. Bush's 1989 and Clinton's 1993 messages are called "Administration Goals" speeches, G.W. Bush's 2001 speech is actually his "Budget Message," and
President Obama plans a similar non-State of the Union address to a joint session of Congress on February 24, 2009. For research purposes, it is probably harmless to categorize these as State of the Union messages since the impact of such a speech on public, media, and congressional perceptions of presidential leadership and power should be the same as if the address was an official State of the Union. These speeches are included in the table below with an asterisk.
An additional fact is that the State of the Union is delivered near the beginning of each session of Congress. Before 1934 this meant the State of the Union was delivered usually in December, near the end of the 1-4 years following the president's inauguration. Since 1934, the State of the Union is delivered near the beginning such year, with some presidents delivering a final message at the end of their last term (Truman, Eisenhower, Johnson, Ford, and Carter). The table below reflects each message's placement in this form of "political time."
Finally, President George W. Bush delivered his last State of the Union Address on January 28, 2008. Bush had the right to deliver either a written or oral State of the Union in the days immediately before leaving office in 2009, but like Presidents Reagan, George H.W. Bush, and Clinton, he chose not to. Presidents Truman, Eisenhower, Johnson, Ford, and Carter chose to do so.
http://www.presidency.ucsb.edu/sou.php