Shorthaired Breeds - Piggies are very clean animals and short haired breeds like abyssinians, rexes and americans will take care of most of their grooming needs themselves. A little bit of brushing every few days with a soft bristle brush won't hurt though, it will keep their coats nice and shiny and help them not to shed as much. Many piggies really enjoy being brushed and it's a great way to get skittish piggies used to you.
Longhaired Breeds - Pigs with long hair such as peruvians, shelties and texels need a little more help keeping themselves nice and neat. They should be brushed every day to prevent their fur from getting dirty and matted. If you show, you should roll up your longhaired piggie's fur in cloth wrappers to keep it clean and prevent it from getting damaged. If you just have pets, you can cut their hair to a managable length. Only do this if you're sure you won't be showing though, as haircuts can disqualify a show-pig.