It doesn't need to be done nearly as much as regular paper filters.
K&N only recommend every 100,000mi. for cone filters but I don't let mine go nearly that long. Of course it all depends on what your driving conditions are like.
Mine is a CAI Cone Filter. I have also done a mod to the box like Viking on here posted. Hole in the bottom of the box with a 3" tube running to the grille. Most of my miles is regular driving. I usually blow it out with compressed air (not too much pressure) every time I change oil which is only 2-3 times a year for my miles. Once a year I completely take it out to clean & re-oil it. Under regular driving conditions a guy could probably easily get by with only cleaning it every other year.
You will probably catch some flack on here for having a K&N. I have been using their products for over 15 years without any issues so either I am very lucky (pretty sure I am not) or their product is not nearly as bad as they say they are.