As you know, your PC has fans, usually if you are using it for gaming, you will have several. Despite all and any filters, your PC is a dust trap, and will fill itself up with evil nasty dust in next to no time. Doubly so if you don't keep the area around it clean, or if you just live in a generally dusty place, like say, Australia.
Anyway. The problem of dust in your PC is not merely that it's dust, the real problem with dust is a silent killer. Humidity.
If your PC is full of dust, and it for any reason suddenly becomes overly humid, or the room your PC is in suddenly changes temperature, or both (Air-Con), then dust can become mud. Mud bridges circuits, gives hold to rust and other corrosion, causes rapid heat build-up, and in the worst scenario's: fire and personal loss and/or deaths.
The solution is simple. Even if you are the rawest PC noob can do it. Take off a side cover, and blast any and all dust out of your PC's case at least once a month. You can do this in a number of ways, the most common is compressed air from either a can which you can buy at most hardware and even computer stores, and there's the poor man's way (I call it poor, but really, I'm a miserly bastard

Note 2: Avoid blowing dust into heat sinks. Sometimes you will notice that they appear to have a fibrous pad of dust built up on them, this should be carefully removed. Remember, slow and steady wins the race!

By following a simple monthly housekeeping plan on a monthly basis, you can, outright hardware fault aside, avoid all of the pitfalls which I mentioned, and also, enjoy a nice stability boost due to lower overall running temperatures.
Turbo.
*Mods* Please move this if it's in the wrong section.