Every 2,000-3,000 miles or so. I just go by feel really (you will be able to clearly tell when they spin more freely).

I use a generic grease gun with Teflon grease.



As long as it has a needle tip that fits into the port, it is fine. No need to spend a ridiculous amount on the SP grease gun. Just follow the directions from SP (like injecting grease while rotating the pedals) and all should be good.