Cleaning frequency depends on the size of the cage in relation to the size of the gecko. Basically eyeball it; if you see a fair amount of feces/urates in the cage, clean it out. My gecko is in a fairly large cage, and it only needs to be deep-cleaned once or twice a year.
I start by spraying everything down with the hose to rinse all waste dried on the branches or sides of the cage, then wipe everything down with a little bit of a reptile disinfectant called Healthy Habitat. Many use a diluted bleach solution to scrub cages, which is another option, but you must be careful to rinse and air-dry everything that comes in contact with the bleach; the fumes are highly toxic to reptiles.