I go as far as I can. That means remove the throat plate, bobbin case, and bobbin assembly. I either do light cleaning by removing any lint/dust or get out the Dirt Devil and the sewing machine cleaning attachments I bought years ago at a LQS. I do NOT use compressed air on the lower portion of my machine.
When I clean the top portion of my everyday machines I completely cover the throat plate and do use compressed air. I don't want to blow anything into the bobbin area at all.
My FW, of course, I can clean all the way. One of my machine I can almost get everything by removing the machine casing, the other 2 I don't do much other than above. I oil those that need it.