Would you cook with dirty dishes? NO! Right? Then why do you apply make up with dirty brushes? I worked at a Lancome counter for 2 years and every night we had to wash our brushes with soap and between clients we had to spray brush cleaner. Imagine if we never cleaned it, gross right. Now when was the last time you cleaned your make up tools. I came across an interesting blog that details why makeup brushes should be cleaned.
I usually clean mine once a week, and use Dawn soap to remove everything, think about it they use Dawn to remove oil from birds, so makeup removal should be cake!