my Drs start checking at 36 weeks but i got checked at 35 because of a lot of cramping and i had started dilating already. but then at the 36 week appt i hadn't changed at all. then i didn't have her until 2 days before my due date!
my doctor doesn't check at all until you're at the hospital in labor. i did ask her to check when i was there for my gbs test though, since i was already half naked on the table.
it really doesn't matter though, you could have no progress and give birth a few days later, or you could be 2cm and give birth 4 weeks later. it's frustrating either way because if you're not dilated you'll be upset that nothing's happening, and if you are you'll be waiting and waiting thinking it could be any day.
I was only checked when i went into hospital at 35 weeks having conractions, after that it was when i was overdue and i was checked before i had the membrane sweep and then after that just when i was in labour