Hell, monthly if you'd like.....I don't think it really matters how OFTEN you apply wax (I mean like the minimum amount of time to wait between waxes) - actually I just raised a good question....does it hurt the car or paint to apply wax as often as weekly?
If you only wax or seal every 6 months you don't have to worry about a wax buildup because there isn't much left. If you use a natural carnuaba wax, you should re-apply approx every 4 - 8 weeks depending on climate and polish before the first application and then every other time before you wax, that helps prevent any buildup. If you use a synthetic sealant, re-apply approx. every 4 months. Remember, you can't add layers of the "All in One" products because they remove whatever is left from the previous application. If you not using an "All in One", use a polish first, then apply the sealant. Some like the effect they get from layering a carnuaba wax, like "P21S" over a synthetic sealant, like "Autoglym Super Resin Polish", which are very compatible with each other. That way they can apply the synthetic 2 - 3 times a year and re-coat with the carnuaba every 4 - 6 weeks. Once you get your car in shape, it's much easier to maintain. Waxing more frequently isn't really necessary, but it doesn't hurt the finish as long as your not using an abrasive polish or compound. Happy Waxing!
As far as wax buildup, I typically avoid that by stripping the old wax using a dish-washing detergent (I like Sun-light, or Dawn). Then I re-apply a fresh coat of 3M liquid wax. I usually wax in Early Spring (like March), Late Spring/Early Summer (June), The End of Summer(Aug-Sep), and right before the first snow to protect it over the winter (end of OCT/NOV).
Get a clay-bar. It removes any wax, grease, road tar, bug guts, bird crap, embedded dirt particles, and everything else immaginable. Then go over it with a good quality wax. 3-M or Turtle Wax Platinum series are my waxes of choice.