You dont use a vaccum because they tend to generate static electricity which can damage your PCs insides. Canned air is the way to go. On my gaming systems about every 3-4 months, on my business systems only once or twice a year.
Avoid vacuum cleaners. A tin of compressed air does make the job a lot easier
I do mine every couple of months or so but luckily I don't have any pets and I don't smoke so I'm not too bad on the dust front. I would imagine people with pets or smokers clean theirs more regularly though.