Used to always do them every week on Back day (on wednesday)... But I do squats on Monday, and found that if I went really hard on squats, I couldn't go all out on Deadlifts because my legs would still be extremely sore!
So now, I do them on leg day, alternating every other week between them and squats (actually Hack Squats)...
Found I much prefer this way over what i used to do!