Checking my camera to see how I have it set before I go photographing has saved me a lot of grief. But something I also need to do is to check it as I'm using it as well.
Case in point: Two days ago I went on an afternoon whalewatch cruise out of Redondo Beach, taking my Nikon D300 along with me. While we didn't see any Pacific gray whales during the three-hour-long cruise we did come across pods of several hundred common dolphin. I guessed I needed to add about +0.3 exposure compensation to lighten the dolphins since they'd be darker than the ocean if they jumped. I took over 150 pictures. When I previewed a few frames to see how they were coming out I noticed the majority of them were overexposed. Then I noticed that I had inadvertently set the exposure mode to center-weighted, rather than set to the usual matrix. Horrors! Fortunately I was able to compensate for the overexposure without looking too heavily post-processed.
So check your camera before you go, and while you are shooting. Here are a few frames from the cruise: