My knowledge is mostly of US laws and rules, so I can't say for sure what applies to Canada
You do not usually check your credit score, you usually check your credit report. Your score is the calculated number that is used to represent you as a single value to a lender, while your report is a list of all the accounts and your standings with them.
In the US, you are untitled to a single credit report from each of the three major bureaus once a year. https://www.annualcreditreport.com/ is the only site you should get your report from. Some people choose to get a report every three months (once from each bureau) while others choose to get all three at once.
If you have a major purchase or suspect identity theft, definitely get a report and make sure you start clearing it up by writing letters and filing with the forms each of the credit bureaus provides for just that purpose.
As for checking your score, I don't really see the need for it. It is an interesting thing, once you know your report is clean and accurate, you can pretty much guess your number within 50 points.
If you are shopping for a major item and plan to finance (like a car or a house) try to consolidate all your credit applications around the same couple of week period to prevent the hard lookups from affecting your score. Hard lookups are when you are asking for credit, soft lookups are everything else.
Also, unless you KNOW you have been a victim of identity theft, don't bother with a credit monitoring service. Once you know a baseline that your report is clean, just keep an eye on all your accounts and you should know what your report says.
Also, those credit protection and identity theft services that cost $10/month don't do anything that you can't do yourself. They write letters to get your off the pre-approved lists, they request a lock on your credit report from the bureaus, and put your phone on the do not call list. All stuff you have the right to do on your own.