Ultimately, it's up to you-- just like clipping wings. In 20 years of owning my DYH, I've never trimmed his claws. He has a couple of abrasive perches that seem to keep things in check, although the tips are sharp and can pierce the skin if he chooses to clamp down (similar to a cat).
If your bird is comfortable enough to participate, try this little experiment: Get the bird on your arm, but not all the way on your shoulder, since they tend to be reluctant to move from that spot. My bird prefers to be at the highest point, so if I lower my arm, he will climb toward my shoulder; if I raise my arm, he will climb toward my hand. If your bird behaves similarly, gradually raise and lower your arm in a slow-motion jumping-jack maneuver so that the bird walks distally (toward your hand) and medially (toward your body). Notice the relative grip of the bird's talons as it moves up and down your arm. I'll bet the bird grips more tightly the farther out he is from your body, because it's harder to hold a stiff arm out, and the bird can sense small fluctuations in your muscles as you suspend his weight at the end of a long moment arm. This has nothing to do with dancing a mambo.
