IMO you should never have ANY air in your cooling system. It's normal if you've recently flushed your coolant. Otherwise you have a leak somewhere. The cooling system is designed to purge out any air, it does take some time though, maybe a day or two. If the reservoir is at max, and the radiator has been topped off a few times, and then after a week or two you've got air in the heater core again... you have a leak.

If you simply allowed the system to run dry, or for some reason your heater core is blocked and not allowing the air to purge out of the system, maybe you should use a cooling system flush- either the one in the can or the pressurized backwards method. Refill and if it doesn't happen again, no worries.