I clean everything once a week, including their water buckets and trough. I got rid of my corner feeders, which were screwed in, because I couldn't rinse them out properly! I just feed wet hay cubes in a loose rubber pan on the floor, remove it when they're done. If I notice they're a little dirty, I might clean them more than once a week, but I find that it usually suffices.
I use haynets so I don't have to clean out hay bins, but if the hay's been in a net for a while, I'll throw it out. Of course I also throw out any hay that's been on the floor because my gelding is sensitive so if it's been contaminated by dust, I won't feed it. But I see lots of people scooping hay off the floor and feeding it.
I don't think you need to clean the pans at every feeding. Once a week is enough for me.