I use clean at switch off. Realistically, the fujis have not much space between the lens and sensor, because of the short registration distance, so compared to an SLR there's a lot less dust floating around to stick on the sensor, and without a mirror flapping around and swirling whatever dust there is about, it tends to be less of a problem.
The worst is my Mamiya ZD, which has a removable IR filter. This means there are 3 surfaces to keep clean (both sides of the filter, and the front of the sensor) so it's a right faff. Images are nice though!