Not often enough -every 6 months when my car gets a service.
Last week my mechanic again told me that I must do it more often as it wastes petrol and is like towing a trailer around.
So every 3 months would be ideal -I do little mileage.
Usually every fortnight tend to check them when I am filling up with petrol. My brother is in the tyre business and he has drummed into me that the piece of rubber (the tyre) is the only thing you have between you and the road. Your life is worth the time it takes to check them regularly. Incorrect tyre pressures effect your steering, can cause tyre blow outs, fuel efficiency and damage your tyres so you need to replace more regularly.
I do it about once every 3 months. I say about because I don't have a regular schedule with it, but just whenever I think of it, which ends up being about 4 times a year.