I change my fleece every two and a half days. Along with the towels under it.
I find that after about two and half days, it starts to smell a little.
I'm sort of new to fleece but I did do it for a month of so, some time back (before I changed back to newspaper! )
Anyway, I find that changing it every two and half days is best and as for keeping hay off it...You can't really keep it tidy and clean while it's in the cage but I bought a really awesome lint brush from ebay.
I hang my fleece on the line, get my brush and I give it a really, really good brush.
I start by brushing down and then I clean the brush and start brushing upwards.
Gets pretty much all the hay off and about 80% of the hairs.
I always do both sides of the fleece...As piggy hair seems to get EVERYWHERE.
So I'd suggest getting a decent lint brush.
An actually brush. Not those things with the weird bad that you rub on your clothes, I mean an actual, solid brush. Works wonders.
Hope I was helpful. It's been trial and error for me for a while and all of the above, I figured out after alot of different things. rolleyes
Oh! Also! To try and keep hay off the fleece during use. Get a deep litter tray. I bought a big cat litter tray from "The Ark" for £1.79, it keeps most of the hay inside, since the sides are quite high.
My boys have no trouble jumping in and out but I put a brick next to the tray, just incase they every do struggle.