The short answer is:
Once or twice a week.
The long answer is: It depends on your skin-type.
If your skin is oily, you can afford to exfoliate twice a week as oily skin tends to be thicker and tougher. Oily, congested skin also benefits from a more assertive exfoliator, which will help buff away bumps, dirt and blackheads. For very oily or pimply skin, I recommend Clarify Shake to Activate Exfoliator twice a week.
If your skin is very sensitive, you should exfoliate only once a week. And if your skin is very, very angry, don't exfoliate at all, until it settles down. Ultra-sensitive skin needs a very gentle exfoliator. For very sensitive skin, I recommend the Ultra-sensitive Exfoliating Balm as the spherical Jojoba beads are very gentle on delicate skin and it's water-free balm formulation is perfect for improving barrier function.
If your skin is what we call normal (as in rarely breaks out anymore, yet if you use products which are too rich, will develop blemishes), you can exfoliate twice a week.
If your skin is dry or very dry, it often appears flaky and rough and so you may need to exfoliate twice a week, especially in winter. Winter tends to dry your skin out more, speeding up how quickly your skin cells dehydrate and die off.
Read these articles to find out more about exfoliating: