It depends on the e-liquid you are vaping as some burn cleaner than others and don't gunk the coils so much. When I used Viva Novas I cleaned and dry burned my coils after every tank or two. Clean coils produce better taste and more vapor production because coil heat isn't wasted on heating gunk.
However, some people will go a couple of weeks without cleaning and dry burning coils. Use a frequency that works best for you.