I use the comb before every session if I can help it, and make sure to air it out when it gets wet by hanging it on the mic stand. If it got really wet, I'll blow dry it lightly then hang it to dry (much in the same vain of drying a dress shirt).
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When no one's looking? I have no shame. If it's windy and dusty out, I'll do it whenever the camera isn't rolling...just to break down potential trouble spots as they develop. It's all those light individual fibers that cuts the wind noise, and the jammer is more effective when they're not all matted down. I'll give it a good once over at the end of the day after I've taken it off of the windscreen too.
Like Stavrosound mentioned, dealing with moisture quickly will extend the life of the jammer. [Never used the blowdryer trick though. That's a great idea.] Once I know it's good and dry, mine goes into a ziplock bag with a dessicant to keep it that way.
I comb before most sessions. If I'm by the sea, in a humid or dusty country, I'll comb it at the end of the day. I cringe when I see people shoot with them matted, I've never tested but must be pretty bad for the sound.
Also, I put it inside out while traveling and storing it.
I store them inside out, and brush them regularly (before, during and after) as this removes dirt as well increases surface area. You can also gently hand wash them (gentle detergent) and use conditioner during the rinse if they get dirty. If you need to blow dry them, try using the hair dryer on cool or cold setting, as it is quite easy to melt the fur.
Brushing makes a huge difference, as the whole principle is increasing the surface area, which is obviously not the case when it's matted.
Sorry to bump up a one year old thread, but as it may be a clever advice : I always store them with silica gel (that you will most likely find in camera shops), in addition to what previous people said. Into hermetic zip lock bags, this prevent moisture and keep them perfectly dry, which is especially important when not using them for a long time.