My midwife says it's not the done thing over here, unless labour has started, as they basically want to avoid introducing germs or irritating the cervix, so they only start checking as late as possible.
From reading German pregnancy forums I know they do it regularly over there, and the women there keep comparing their dilation things.
I'm not quite sure what this should achieve, as some women can run around part dilated for weeks without it being a sign of impending birth, whilst others only start dilating/effacing at the very very end within hours of giving birth.