If you rub a little white chalk on your files, and then brush it off with a soft brush to leave a small residue, this helps to prevent them getting gummed up with soft metals.
With plastics and resins, swooshing them periodically through some clean pure acetone works wonders in dissolving any accumulations from them.
In any case, the usual sorts of advice for most tools applies:
1) Prevention is better than maintenance. Hence the chalk suggestion. You might want to consider keeping your files in a soft wallet too, so that they don't rub against each other in storage.
2) Good regular maintenance is better than occasional grand moments of maintenance. Cleaning off the files after each session is quicker and better than waiting until they feel blunt. A small soft brass brush is usually best for this in my experience.
3) Good tools are worth paying for in my experience. Cheap files made of poor material and with so-so cutting faces will not stand up to much or hard work. If you just need a get-you-by tool, then they may suffice. However, if you use them regularly, you might want to consider investing in some better quality ones.
If you live in an area with high humidity, and oiling tools is not a practical option (and it rarely is when using them for miniatures), you might want to look at getting some of those little packets with desiccating granules in them to put in your storage drawers and tool boxes. Whilst these are not a proper substitute for cleaning down tools or anything, putting a few in with your tools (and replacing them occasionally) will likely help them to stay brighter for longer - especially for tools like blades, files, and drill bits.