Not very often...  I have an 8x8 coop that a dozen hens roost in at night and lay in their nests during the day, otherwise they are outside.  I buy the 12 cubic foot bales of pine shavings from the feedstore for about $5.  (The 12 cubic feet is compressed into a small thirty lb bale). One bale puts down a layer about 3 or 4 inches deep.  I stir any clumps under the roosts into the bedding every couple of days.  (Takes about 30 seconds with a garden rake).  When the bedding starts to get loaded up with poo (after quite a long time), I throw in another bale of shavings to add a fresh layer.  I cleaned out the coop a few weeks ago after six months with a layer a foot or more deep and it never smelled or looked dirty in there in all that time.  You do have to keep it dry though.  A leaking waterer or roof will cause the bedding to start composting and produce heat and ammonia.
I made a compost bin of four foot high chicken wire wrapped into a bin about 6 feet in diameter and mixed the used bedding, some old leaves and grass clippings.  I wet it down as I mixed it all together.  Within a couple of hours the pile heated up to 160 degs and really got working.  The pile blew off huge amounts of ammonia for about a week with all the extra nitrogen in there...