95% of the bikes we service that come in with grenaded engines are air filter maintenance related. If it's really dusty like most of the time here in AZ, clean it after each ride. I would recommend cleaning your filter at least every two or three rides in less severe conditions. Much cheaper to clean your filter often than repairing the bottom end of you engine.
It's best to have 2 or 3 filters. That way you always (in theory) have one clean and dry ready for the next change. When installing your filter, always run your fingers around the base to make sure it's seated in to the intake boot all the way around. Also, as stated by Colorado Mike: "look out for are tears or deterioration in the material" each time you clean the filter. Replace if your in any doubt.
Later
Robb