This is a question that I am often asked. And my answer is that it depends on a number of factors. If you are looking for general relaxation, monthly treatments combined with other activities (i.e. meditation, deep breathing) might be enough. But, if you are suffering from chronic pain, more regular sessions may be necessary.
I found this useful massage frequency guideline that offers some very useful tips. The article suggests that for chronic conditions such as backache or headaches, a one hour session twice a week for 4 treatments, then try once a week for 3 or 4 weeks, and try to decrease to 1x in 14 days for 2 treatments.
You should talk directly to your therapist about how often you should come in for treatment, especially if there are financial concerns. Most therapists will be very happy to work out a plan with you to maximize the benefits, while working with a limited budget. And in most cases, a competent therapist can also recommend things you can try at home (self massage, stretching, foam roller) that will enhance your treatment.