More is not always better ..... think of your wig like a delicate piece of clothing. You don't want to over wash your wig nor under wash your wig. Rule of thumb is to wash your wig every 2 weeks of every day use of "normal" wear. After each use you should gently comb your wig out with a wide tooth comb or a wig brush to minimize tangling and frizzing. If your wig is made of a heat friendly fiber, spray the ends with some heat protection spray to protect the fiber.
If you have a tendency to sweat or your scalp has a tendency to be oily, then you may need to wash your wig more often.... every 6-8 wears.
You can also spray your wig with dry shampoo to extend the wear of your wig in between washings.