U.S. Department of Energy

A Consumer's Guide to Energy Efficiency and Renewable Energy
Air Conditioner Filters
“The most important maintenance task that will ensure the efficiency of your air conditioner is to routinely replace or clean its filters. Clogged, dirty filters block normal air flow and reduce a system's efficiency significantly. With normal air flow obstructed, air that bypasses the filter may carry dirt directly into the evaporator coil and impair the coil's heat-absorbing capacity. Keeping the filter clean can lower your air conditioner's energy consumption by 5%–15%.”

". . . Clean or replace your air conditioning system's filter or filters every month or two during the cooling season. Filters may need more frequent attention if the air conditioner is in constant use, is subjected to dusty conditions or you have fur-bearing pets in the house.”
http://www.eere.energy.gov/consumer/your_home/space_heating_cooling/index.cfm/mytopic=12390