Cleaning depends on the type of filter. Read your owners manual, they're generally pretty good about telling you what you can and cannot do with your filter.
I would recommend being very gentle with compressed air on any flocked filter; if it takes a lot of pressure and volume to get the dirt out you're probably doing some damage, even if you cannot see it.
The little flocked filters on my dolmar come amazingly clean with a quick dunk in soapy warm water.
On most modern saws, manufacturers tell you not to clean air filters unless it's necessary/you're seeing a power loss. I think this is reasonably good advice, since each time you clean it you are doing some wear, there's no sense in accelerating that wear unnecessarily.