Yes, give your houseplants a shower with lukewarm water, to wash away dust, smoke and other residues which can accumulate on plant leaves over time. This is especially true for those kept indoors year round (or during the winter months).
Edited to add:
You can place the plants in a bathtub and just shower them. A kitchen sink or laundry tub with a sprayer will work fine, as well. If it's wintertime, you have to do this indoors, so as not to shock the plant with the cold temperatures. Otherwise, this can be done outdoors. For plants with large leaves, you can use a soft cloth with a little soap or even Murphy's oil soap, especially if spider mites or other pests are present.
You can also dislodge dirt, especially on fuzzy or prickly leaves, with a hair dryer set on cool or low.
