My commuter bike has disc brakes, so...unrelated to this thread.
But for my other bikes, it's whenever I feel like it. For example, if I have the bike up on the stand for a chain measurement or lube and wipe, then I am also likely to give the rims a wipe also. I use the ammonia-based spray "Dirtex" as an all-purpose cleaner. Spin the wheel and spray. Wipe with clean cloth. Walk around to the other side of the bike, spin and spray. Wipe. This keeps most rims acceptably clean.
But my bikes aren't immaculate. They're clean and work very, very well. But they're not showroom clean.