The general consensus is that weekly deep treatments (DT's) are absolutely necessary for curlies.  That said, many do them more often.  For example, in the summer, when my hair is exposed to a lot of sunshine, chlorine, and salt, I might even go two or three a week to keep it in top condition. 

The biggest question here is what to use.  I would advise you to experiment and see what your hair likes. Some curlies are sensitive to protein and cannot tolerate it at all.  Others find that their hair thrives on it. 

Personally, I find that I'm somewhere in between.  My hair likes some things and hates others.  I find that my hair does NOT like silk but it loooves diary.  My hair loves olive oil and hemp oil, but not canola or peanut.    Most fall in the three basic categories. Oils, Butters, or Protiens. 

Oils - Avocado Oil, Almond Oil, Apricot Kernel Oil, Hemp Oil, Canola Oil, Grapeseed Oil, Walnut Oil, Olive Oil, etc.

Butters - Mango, Avocado, Shea, Cocoa are the most common.  Be advised that not every thing that's called "Butter" is a butter.  Some are closer to margerine.  See the Ingredients section for a longer explanation.

Protiens - Keratin, Silk, Soy, Dairy, Coconut, etc. 

Most DT's use one or more of these along with other additives like herbs (Rosemary, Chamomile, etc.), humectants (Glycerin, Agave Nectar, Honey, etc.) and are left on the hair anywhere from 10 minutes to over night. 

NOTE:  If you decide to use actual fruit (banana, avocado, etc.) in your deep treatments, be sure to get the strained baby food versions so that you are not picking fruit out of your hair.  Otherwise, you might be up at the pet store trying to buy a fruit bat. 

Many curlies find that our DT's work better under heat.  Heat can be provided by a bonnet dryer, a special hair wrap, a heating pad, or a hot towel. My personal and cheap method is to pop on a shower cap and grab a towel out of the dryer.