I cut my hair every week. Use a Wahl. I have no idea how to sharpen the blades, although I have thought about the problem. There doesn't seem to be anything out there thin enough to get in between the teeth.
Truth be told however, I've never had the blades go dull. I've had a few sets in the past, and something always happened to my clippers. I dropped one on the floor and broke one of the teeth. The cord on another started to fray. Both times I just headed out to the local Wal-Mart and bought me a new set. At around $20 dollars I can afford to replace a set every few years or so. Especially since I calculate that I save about $2580 every five years cutting my own hair ($10 a haircut X 1 hair cut a week X 52 weeks X 5 years = $2600).