Brush It Off

I'll be the first to admit I'm not always consistent when it comes to cleaning my make-up brushes. To be honest, I usually wipe off my eye shadow brushes on my t-shirt in the morning.
While powder brushes don't need to be cleaned every use your other brushes that contain foundation, concealer and liquid liner brushes do. My foundation brush works better dirty oddly enough, but that's no excuse to not clean it! Instead of a thorough clean every time, I quickly run it under hot water until later.
Every week I do a full clean of all my brushes.
If you have higher end brushes you'll want to be extra careful on how you wash them. Cheap brushes are made of synthetic hair, and premium brushes are real hair mostly made from animals. You also want to be careful not to immerse the tips while cleaning because the glue that holds it together could losen.
Here's the best way I've found to wash them:

I use a gentle soap (This one is Method, but I used to use Softsoap as well) and MAC brush cleaner. I run warm water, wet the brush then use a little amount of soap in my palm. I circle the brush in my palm until the color is too dark, then I rinse. Repeat if needed.

 Once it's clean of all make-up I put the brush on a paper towel and drop some MAC cleaner (mostly alcohol) on it and wipe it both ways a couple times. Leave to dry.

Make sure you set the brush back in it's original position while drying.