Living in the desert, the one thing we have allot of is dust. Dust is a problem, since it can block up air vents, heat sinks and cooling fans inside of your computer. Not to mention that dust is a conductor of electricity. You should clean the inside and outside of your computer at least every three months, more often when you live in dusty areas (like Phoenix). I do it monthly, as my main system is in an open case (Antec Skeleton).
Let's start by turning off the computer and unplugging the power supply. Now, with the system de-energized, we can begin cleaning it. Since this can be messy, I recommend that you do this outdoors. This does mean disconnecting all attached devices / peripheral, but you won't be blowing the dust back into the surround area.
*** Note: As you clean your computer, check for cooling fans that spin freely. If you find one that does not move freely when you spray compressed air on it, it may have failed. ***
First, let's open up the case. If the front panel of your case can be removed safely, go ahead and remove it too. Using a can of compressed air or air compressor, lets start inside and work our way out.
Typical case with front and side panels removed
Clean the CPU fan & heat sink fins
Clean the vents and/or cooling fan on the power supply
If your system has a graphics card, clean the fan and/or heat sink
Clean all heat sinks and open slots
Clean all case fans
Clean all openings in case and connection points
Once the dust has settled, reassemble the case, re-attach all devices and you are all done.