Apple frequently releases free software updates for all of applications along with OS X. The Software Update feature in Mac OS X makes it very easy to determine and get what you need. There are a few tips that make keeping your Mac up-to-date especially convenient and easy, including setting an update schedule.
Apple has posted a Support article detailing the procedure. I think it’s worth reading. For example, I didn’t know that it was possible to hide select updates, if you don’t want to install them.