A lot has been written here about annealing and neck sizing only. If you are only shooting one Krag, you only need to be neck re-sizing because your cases are fire formed to your chamber dimensions.

It still can be a benefit, though, to anneal the cases every 5 or 10 firings. Others may feel a little different about the exact numbers but something close to this is a good rule.

If you are finding frequent cracked necks, though, you should be annealing your cases. The brass only lasts a certain amount of time and abuse no matter how good you care for it.

If you are shooting old cases from factory ammo made decades ago, you'll probably have cracked necks sooner. Examine them carefully to pull any damaged ones out and discard them. I look and feel each case by turning it in my hand while I feel the neck for cracks. I pick up cracks both ways.

Also, when I am heating each case with my propane torch and turning the case as it gets hot, you can see weakened areas that are split or starting to split internally by the color change. You'll see a little thin line in the color change as it heats to near red hot before dropping the heated piece of brass. I have found a few early cracks that way.

Takes some time and practice but it's worth it. Paul has been annealing for years and gets dozens of firings out of his brass!