We "deep litter" as well, I muck out the pens about once every 6-10 weeks, depending on the time of year or how many goats there are in a pen. I know people who clean their goats out every day, but Anke is right, it does keep them warmer.
Still, you do need to find something to do with the dung. And remember the more goats you have, the more dung you will get. Putting it on the garden is good, but you may want to designate a "compost heap" area to put it until you get to spread it.
Beth