If it's just a standard dust filter, you can take it out and vacuum the side facing towards the front of the car as this is the side that collects the dust. Vacuuming the wrong side will just pull the dirt and dust further into the filter and block it more. Make sure you know which side faces forward for when you replace it. You can get away with replacing it every 3 years or more if you clean it.
If you have a pollen filter (generally fitted as standard if you have climate control) you should consider changing the filter every 2 years or every year if you suffer from hay fever. You can vacuum the side facing the front of the car to remove a great deal of the collected dust and pollen. Make sure you put it back around the same way so any old pollen isn't blown into the system.
Pollen is an organic matter and a big part of every day dust is made from dead skin cells
which is also organic matter. If you get a build up of organic matter in the air conditioning
section of the car, it will encourage the growth of bacteria which will make your car smell
and can actually give you an illness (usually flu like symptoms).
So, it makes sense to clean or replace the filter.
Right Hand Drive (UK, Japan, Australia)
Thanks to Mike for the nudge to do this.
Pull back the carpet in the passenger's footwell and remove the polystyrene block.
Look towards the centre console and you will notice a flap.
Locate the flap and pay attention to the 2 tabs at the rear of the flap (circled green below).
Push in the bottom tab...
...and the top tab...
...and swing the flap forwards. With the flap at 90 degrees, push it back to remove.
With the flap removed you can see the edge of the filter. Pull it out.
When you get to the wiring harness, pull the filter down underneath it.
Keep pulling and it comes out. Give it a vacuum or change it for a fresh one.