It really depends on your situation. In my situation, if I didn't clean my chain, it gets to the point where it literally will not bend anymore. If I try to pedal, it just jams in the derailleurs. I have to sit down next to the bike and force the links to bend one at a time until I can ride. This can happen with a one day old chain.

They also can get so squeaky that they drive me crazy, in just a day or two, depending on weather.

I tend to lube maybe once every couple of weeks if it's a nice dry summer. In the winter and mud season, as needed. At least once a week, sometimes twice a day.