At this point, I'm not sure I have to stress the importance of cleaning your makeup brushes frequently. I mean, not only is it a sanitary issue, but it also helps to make sure that today's makeup look doesn't have remnants of yesterday's look.
I'm not going to lie, I absolutely do not clean my brushes everyday. At least not a deep cleaning. A beauty blender can usually last about 3 or 4 uses while an eyeshadow brush, I do a spot cleaning with a spray.
When it's time to deep clean the brushes, I do not use a store bought shampoo. I just think it's a waste of money. Again, my opinion, you do you. I use a simple mix of 1:1 olive oil and an all natural dish soap like something from The Honest Company.
So when it's time to clean, essentially I mix up my cleaning solution, give each brush a dip, and then swish on the glove, rinse, et voila! Clean brushes!