Every Saturday morning (for the past month, anyways).
Prior to that, I hadn't weighed myself at all, not even once, in over a year (probably close to two). That... was a bad strategy. Like someone else before me has posted, I managed to convince myself I was "probably losing weight! yes, definitely must be losing!" even while i was still putting on a few more.
One day months or years from now when i get to "maintenance" I will make a point of checking that scale once a month. Just to nip any troubles in the bud, next time.