This is the problem-
Deadlifts are extremely taxing to the body (read effective). That being said they can really cut into your recovery from other exercises.
Now you have to take into account your entire program or goal for the phase you are in right now to decide how you should train them.
- Are you specifically working on your deadlift? If yes, then train it every week and let the other lifts suffer or decrease the total volume and number of assistance exercises to provide extra recovery.
-Are you training the deadlift light and gradually increasing volume each week to build your lift (i.e. training by %'s)? Then you should continue to train them every week and build the lift with the others - probably benches and squats also as this is common for powerlifters. As the weight increases total volume and assistance exercises are paired down.
-Are you following an 'intensity' style HIT program where you train very heavy every week? Then the deadlift is going to hurt your recovery unless you scale back the other exercises. If DL isn't your focus then scale it back to every other week. ****I guarantee this is what your friends are going whether they know it or not.****
So here are the 3 basic reasons to do it every week or more infrequently. Remember that it could also be varied in a heavy/light manner with alternating workouts. There are even some programs that train it 3 times per week but only 1 heavy day (Stephen Kortes' 3x3 training consisting only of the powerlifts).
Everyone is different as are everyone's reasons for training the lift. What is undisputable is that when training for strength and size the deadlift is extremely effective, for the majority of humans it is more effective than the squat for the overall body, and should not be neglected especially during a mass building phase.