I clean it either when I'm smoking with someone and want to make a good impression (nothing says professional like a clean piece), or when it gets hard to smoke out of. the other day I smoked my pipe empty and got high !
I figure its personal prefrence, but I always smoke the resin, it might be a little dirty, but it will get you high! I try to smoke my rez ball out of a bong or bubbler though, it makes a world of difference in terms of clean smoke feeling.
my other favorite thing to do is to pack a bowl, place a resin ball on top of it, and then sprinkle a dash of kif on it for a THC Sundae.