Your gun does you no good if it is not ready to fire if needed. You need to assure that the gun is chambered when you carry it. There seems to be two camps of thought regarding doing press checks: those who say you have to press check every single time you put the gun on, and those who say press checks are unnecessary and only pose further danger by requiring unnecessary administrative handling. As usual, both perspectives are partly correct, and perhaps partly flawed.
I absolutely think that, upon loading the gun after administratively handling it in an empty state, such as after dry-firing or after cleaning it, or upon loading the gun with your carry ammo after training with it at the range, you should indeed do a press check to ensure a round fed into the chamber. This requires simply nudging the slide back slightly so that you can see or feel brass. On some modern guns with loaded chamber indicators this may not even be necessary, just verify that the loaded chamber indicator or peep hole shows that the chamber is loaded.
However, I don’t think that the gun necessarily needs to be press checked every time you put it on. For example, my carry gun, when not on my person, gets locked in a quick-access safe. The only person who can access the gun is me. If I know the gun is loaded when I take it off (the entire holster comes off with it as a package) I know that the state of the weapon is the same when I put it back on the next morning. Unholstering the gun and press checking it is, in my opinion, unnecessary administrative handing. Unless some kind of safe gremlins accessed my gun and unloaded it, there is no reason the condition of the gun has changed.
As with most things, much of this has to do with personal preference and routine. I advise that you press check the gun when necessary, but also reduce redundant administrative handling.