There is no right or wrong answer here as it varies from person to person. Some people just need an occasional relaxation and escape from the hectic modern life, which makes a session every 3-6 weeks ideal.
Others, however, may be struggling with chronic or acute pains – result of sitting crouched over a desk and staring into a monitor for hours on end. In this case, neck stiffness, crippling shoulder pains and frequent headaches are probably loyal companions and until significant lifestyle changes are made – this is bound to remain the same. Unfortunately, this is easier said than done and while you cannot always change professions at will, you can certainly get regular massage sessions that will improve your condition immensely.
Discuss frequency of sessions with your massage therapist immediately after your treatment when he/she has gained a deeper understanding of your particular muscular issues and can make recommendations.