My experience is that 80%+ of the time they come out of the box needing to be moved. I've only seen two sets (both Miuras) that didn't need moving in any direction. Forged clubs I like to check monthly to bi-monthly, especially if mats are involved.
is it necessary to check the loft and lie angle of your irons once in a while? Do they actually change that much over time? I have never checked mine but my friend is telling me I should get it checked since the set is 10+ years old.
A bit off topic, but can't have a loft/lie discussion with thinking about the pimpest loft/lie machine out there...
I can only speak for myself, but I double check my clubs lofts and lies after every shot.
Then again, I am a very deliberate player.