Granted, I'm not playing with some high priced Low Deflection shaft, but I sand both my playing/break cue shafts about once a week with a small piece of 2000 grit sandpaper...that fine of a sandpaper, the pores fill up quickly. Cleans it up nice, burnish it with the paper on the backside. It's as slick as bat crap.
Some say the shaft gets smaller. I'm sure it does, but it's sooo gradual...won't notice it.
BUY yourself some Q WAX aka CARNUBA WAY, and use it on the SHAFT to help it stay CLEAN. When you feel the need for another Q WAXING do it, your shaft will stay clean.