I haven't paid for a haircut since mid-2003.
Same here, I own a pair of Wahl Clippers that I paid around $30 for. At 2+ cuts a month, this thing has been used 250-300 times.
To date, my maintenance has consisted of taking the guard off, cleaning hair out and dabbing a few drops of oil on the blade. I've only done this twice. I have yet to notice any real wear on the blades. You have to realize we're talking about a good gauge of steel against skin and tissue - it will take some serious use to wear it down.
When they do wear down, try the Wahl route, but I seriously doubt that the blade will be sharpened - if you look online you can find replacements for less than $10. They probably just send you a new one for a cost. These are precision machined probably for a few cents each - I'd be surprised if Wahl is investing in labor & equipment when it would cost them far less to just swap out a blade.
Unless you really want to learn how to sharpen these blades, I would just invest in a new blade. It's environmentally friendly, since the old blades can be recycled.