Rule of thumb says that when you hold a paper filter up to the sun or bright light and can't see light through it, it's dirty. When it is dirty, I just blow it out with compressed air. I've done in numerous times and it seems to have worked for me.
Oiled filters usually show a build up or film of dirt on the intake (outside) of the foam. Some oiled filters have two layers a coarse outer layer and a fine inner layer. If the exterior layer is in need of cleaning, chances are that both filters should be cleaned.
If a filter is real dirty, it will cause the engine to run rich and in extreme situations, will cause rough running and black exhaust.
Depending on operating conditions, some filters can last a long time. Cutting grass with little to no dust has little effect on air filters. Dry dusty conditions on the other hand can clog a filter quickly and require often cleaning and likely result in much shorter service life overall.