I keep them relatively clean while playing (no wet towel though) but I don't think I've EVER sat down and gave them a real cleaning off the course.
Might be time.
Do you clean your clubs before or after you rearrange the cars in the valet lot?
I clean my irons after every shot. I keep a wet towel on my bag just for that purpose. If the club is dirty or the grooves have dirt in them it may affect the shot. This game is hard enough without adding another problem to it. Also have a groove cleaning tool attached to my bag for those tough to clean times.
Like many others here, I always have a wet towel on my bag for cleaning ball and club. It's so automatic to just wipe the clubhead after each shot that I don't even think about it. Doesn't matter if it's dirty or not. If I play from rough or sand or take a divot, them I'm definitely brushing the grooves as well as wiping the face.
I get dirt in my iron grooves pretty much every shot unless I really belly the ball, so yes every shot gets the wet towel treatment. And, I'm seeing the difference with my son's clubs - his grooves are ragged, worn, and permanently discolored - they look like they have dirt in them but it doesn't come out even with a scrubby pad.