I always wondered that about Yamato. How did Vergil keep it in top shape without actually polishing it and cleaning it after every time he used it? I don't own a katana, but I do know that it's recommended that you put it through the whole cleaning ritual after you use it/unsheath it, to keep the blade in good condition.
I think it's just one of those things that they don't really touch on/show you in the games because it's irrelevant. I'm sure Dante keeps his weaponry in perfect condition. According to the DMC2 novel, he disassembles, cleans, and reassembles his guns as part of his 'routine' when taking on a new task. Kinda like he's getting his head into the right place before going in like a madman with guns blazing.
Anyway, I think, if anything, it's because Dante had the guns customised to suit his needs that they don't wear and tear. He uses magic bullets (....lol...sorry that sounds funny to me) so maybe the affect they have on the guns are different than if he'd been using ordinary bullets?