I check it before every ride. There is no reason whatsoever not to.
-Link bolts
-shock bolts
-driveshafts
-steering
-trans mount
-lug nuts
-14 bolt axle shafts
I pretty much check everything that I can get to reasonably. Get yourself a nice paint pen and mark the bolts, nuts, and their location on the tabs too. It will save you tons of time - You can pretty much roll underneath, check them all, roll back out, and be done in 10 mins or less from the time you open the door to closing it.
MUCH better to check them all in the nice clean shop than be rolling around in the mud because your **** fell apart on the trail laughing1