Had mine checked 100% of the time at LAS, and about 50% of the time at MSY. Otherwise, have never had my luggage checked. (if you'll pardon the pun)

LIH (Lihue, Kauai) has a guard stationed at the exit who checks the luggage claim checks.

It worked out well when we moved here from the mainland last June. Amidst all the confusion of moving (entire family and tons of luggage), I had grabbed the wrong travelpro bag off the carousel. He didn't check every tag, but he did check that one, since he knew it was a common mistake.

-David