By natural, if you mean the Arkansas, Razor's Edge, Aluminum Oxide, Carborundum, Water Stone types, yes they wear out, each at differing rates. They will from time to time require (sorry, but I forget the right word) flattening.
Higher grit ceramix stones don't wear out. Take the sharpmaker stones, for example. They rougher grey stones will wear, but they take a long while to do so. The white stones do not wear, or at least not to a level where it matters.
To clean ceramic stones, scotch brite bpads and Comet work very well. Steel wool (SOS pads) works as well, but I believe that Spyderco says not to use SOS pads and such. You'll have to check that out yourself. Do not use SOS pads on other stones, as it just shreads the metal into tiny, very poly bits! But on ceramic it doesn't do this.
To clean natural stones, I think there are 2 theories on this. If you have been using oil on your stone, you can clean the stone using oil and a cloth. Also, there is a trick in David Boye's knife making book where you soak a stone in kerosene, wrap in in a cloth and bake it in the oven (see his book for details). This will clear the stone's pores.
The other theory, popularized by John Juranich of Razor's Edge, says do not use oil on stones ever. If you have a "virgin" stone, to clean it after sharpenin guse a stiff brush, water, and let it dry. I have aset of the Razor's Edge stones, and this has worked perfectly for me (just last night actually!) I have only experimented a little with other stones and the no-oil method, but it works for the Razor's Edge stones quite well.
Hopefully Joe Talmadge chimes in here, as he is da man on the forums to check with on sharpening.
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"Come What May..."
