Dictionary says both mean often. Which one is a better way to say often in Spanish in day to day conversations? If there are regional variations, I would like to know what Mexicans prefer.
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In northern Mexico we say "seguido", it's not grammaticaly correct, but it's used in a day to day manner.
"Frecuentemente" is more formal (and correct)
There is no difference in using a menudo vs frecuentemente
Motilio is correct, a menudo and frecuentemente are not used in a day to day conversations. We use seguido
As in English, in Spanish they're a lot of adverbs that express frequency and when you're not speaking about always or never it will depend on the emphasis you want to give it rather than the meaning of the word itself, at least, that's how I think and what I usually hear from the people, and language is more trying to communicate to other people rather than following the exact rules that an organization says yo to follow. Though that organization changes the rules in function of how the most people speak, so... Anyway there are a lot of adverbs as I said before for the middle:
Ustedes frecuentemente asisten a clase.
Ustedes usualmente asisten a clase.
Ustedes a menudo asisten a clase
Ustedes ocasionalmente asisten a clase.
Ustedes a veces asisten a clase.
Ustedes algunas veces asisten a clase.
"a menudo" or "con mucha frecuencia" are used in Spain. When I lived in Barcelona and Madrid I never once heard "seguido" used in that way. In fact, when someone from Mexico said it to me recently, I didn't know what they were talking about.