I was taught to check my oil levels every time I filled my car up with gas — about once a week. I'd open the hood, pull the dipstick, wipe if off, reinsert it into the engine, pull it out and make sure the oil level was good and also evaluate the color of the oil.
But those were the good old days — or bad old days, if you ever pulled the dipstick out and discovered you were low, which could indicate a leak or some oil being burned off by your car.
These days, engines are much more efficient and car makers, in some cases, have done away with the dipstick, sealing off the engine from owners and using sensors to monitor oil levels and oil life.
The new systems are accurate and trustworthy, but I still like to check my oil every few months. You'll definitely want to do this if you drive and older vehicle, or if you notice any telltale oil leaks, or if your car starts to burn a bit of oil.