Rule of thumb is to look at your drop light through the filter. If you can't see the light, the filter is dirty and should be replaced. Compare to a new filter ...
Supposedly, blowing them with an air hose isn't a good idea, as it opens up the pores in the paper and allows more dirt through into the engine. But I've done it too ... generally wind up replacing them anyway. I change mine every 10,000 miles or so.
A clogged filter increases fuel consumption ... doesn't have to be much to pay for new filters !