I tend to clean every piece I can get to after every range day. If something isn't clean it sticks in my mind similar to 'it's march 15 and my taxes aren't done yet' so once I clean it my mind is at ease.
Another note is Sig Sauer says every 5,000 rounds, have a gunsmith take it all the way down and clean, polish, and replace the springs. If there isn't a gunsmith nearby just send it to Sig, they'll do it. I like that theory, and I think all the companies should have a program like that.
the original point and click interface, by Smith and Wesson