I clean my brushes everytime I use them with MAC Brush Cleanser. I also deep clean my brushes with soap and water every couple of weeks (depending on use).
I will show you how I clean my brushes with MAC Brush Cleanser in this tutorial.
Brush cleanser may damage some surfaces so be sure to protect your furniture.
Many companies make these types of brush cleansers. I have not tried them, so I can't recommend them.
I know that there are people out there who put their brush cleanser into a spray bottle and spray the cleanser directly onto the brush. I don't do this because I do not want to risk getting any cleanser into the ferrule, where it can disturb the glue. The few dollars I would save with the spray bottle method is not worth the potential damage to my expensive brushes.