How often it needs to be cleaned, will depend on plenty of factors. For example, if you change lenses a lot, especially outdoors (or dusty indoor locations) then you'll likely have to clean it more often. Some clean once a week, or once a month, or once a year etc.
Keep in mind, there are levels of cleaning. First is just using the self clean (probably happens automatically when you shut it off).
Next is blowing the dust off. DO NOT USE COMPRESSES AIR. That air in a can, may have propellant or something else in it, which can put moisture onto your sensor (dust will stick to it and dry into worse spots). Also, the blast is so strong that it's likely to cause a tiny dust storm...so the odds of ending up with a clean surface can get pretty low.
The tool for blowing on your sensor is a bulb blower...preferably a rocket type blower (intake at the bottom, nozzle at the top).
The next level is physically brushing the sensor. There are tools like the Arctic Butterfly sensor brush. It spins the brush to build up a static charge, which then attracts the dust. Rather expensive, but will last a long time.
Sometimes there is dust/crap that still won't come off, so you need to do a wet cleaning. You need some type of sensor swab and some cleaning fluid (follow the directions). It's pretty easy to do, if you're careful.
Of course, you could take/send it in for cleaning....but it would likely cost you as much as 6 years worth of cleaning supplies.
Keep in mind that you're not really cleaning the sensor per say...just the window in front of the sensor so don't sweat it. A more likely part to get damaged would be the mirror or the shutter (both held open when you activate the sensor cleaning mode). So be careful and make sure that your battery isn't on the verge of dieing when you start the mode.