I check my stats several times per day, but have been trying my hardest to cut back so that I can focus on more constructive things like writing copy.
I check my sites around once a week or at odd times during the week. Sometimes I have a pleasant surprise and sometimes feel like giving it up altogether when I see have had very few visitors. I am still learning about website creation and making loads of mistakes LOL, but if I'm honest I am enjoying the challenge.
I started out checking it every hour or so. Now, I check it every few days to ensure that the traffic is being stable or at least on an incline. If it's not, i try to make a few threads about my services/products and hopefully boost it back up a little.