It is very taxing so I'd say 3-4 times per week...MAX! The harder you work during the intervals, the less often you should do them and allow for more rest afterwards. I limit intervals to once per week, right now, but that suits my goals.
Keeping your body surprised is the best way to burn fat. Mix it up, keep the body guessing. Do intervals one day, steady state the next. Change up your method, as well.
HTH!