Use what works for you, at the times it makes sense for you to do it. Some people clean excessively, which keeps their components running better, and some don't clean at all, which keeps their computer a fire hazard.
Monitor your case by taking the side off and looking in about once every week. If you see a dust build up get rid of it.
Most people are happy with compressed air, which knocks the big bits of dust up and out onto the floor where a vacuum can get to them. Some use brushes and a vacuum for the same effect, just without filling the air with smoke. People worry about static discharge of vacuums however, and I wouldn't jam the head of one against my motherboard. Plus I'm lazy.
Long story short -- You should clean your PC...