I'd say the dust filters in my Antec 300 cases catch 80-90% of the dust. This may not sound like much but it still means you can get away without an exhaustive interior cleaning for far longer: with my filter-less cases, I used to clean the interior of my PCs nearly every year while with the 300s, I clean the filters every 3-4 months and never had to clean the rest of the interior. The HDDs do get covered in a layer of dust but most of the rest of the interior gets hardly any dust - there isn't enough airflow speed inside the case to lift the dust to the motherboard, so nearly all of it settles on the bottom and HDDs.
Even an ER operating room or silicon fab filter doesn't catch 100% of all dust.