Not as often as I probably should . However, the paperwork that comes with the K&N cleaning kit says that the filter filters better once it is a little dirty and not to clean it to often.
Anyway, I clean mine every 6000 to 8000 miles. I usually put 12K miles on my bikes each year. IF you don't run that many miles, I would say clean it at the beginning of riding season, the again some where midway through the season. With the mileage that I put on mine, that's about how my schedule usually works out.
You can get a cleaning kit form about any Autoparts store. Spray the cleaner and rub gently. Rinse opposite to air flow direction (no pressure wash) Let air dry...
Spray a bit of the air filter oil on the outside part of the air filter. Don't soak your filter with that oil, just a very light film is enough.
I also like to tap the filter on the ground upside down to remove the big chunk before cleaning. I do the same every now and then... even if I don't always clean it, I like to shake it up to remove some of the crap stuff between the plies.