I clean my sensor about every 4-6 months, mainly because most of my lens changes are in a pretty clean environment. Also, I only clean it when it's too much of a bother to clone out the spots in PS.
Cleaning the sensor yourself will not void the warranty. However, if you damage the camera as you are cleaning it (for example, scratching the sensor or getting fluid under the AA filter), then it would not be covered under warranty.
Canon gives you the instructions for cleaning it with a bulb blower right in their manual, which tells me that they feel this is a routine that the user should be doing. AFIK Canon does not advise customers to use the wet method even though it's probably what they do when you send it in to them.