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As a minimum, I would recommend also checking the following items, in general, every important nut/bolt on the bike every 1-2K miles or less -
Crankset, brake attachment to frame bolt, derailleur attachment bolts, shift lever/brake attachment to bars, stem bolts, seat post, seat to seatpost, etc.

Although many or most should be done with a torque wrench, you can check for tight versus loose without one.

Also check the headset for play, you may not feel it riding until it gets fairly bad. I've noticed the lower headset bearing can need service more frequently due to water spray off the front wheel. I check /redo this bearing whether it needs it or not every ~5K miles, and use waterproof grease.

Also caliper brakes may need to be removed, cleaned, re-greased at pivot points in about the same interval or less due to riding occasionally wet roads on a regular basis.

If you ride in the rain, on muddy or salty roads, all the bearings may need service sooner than if you don't. Certainly check them for play, smooth rotation without roughness.
On the sealed cartridge bearings in the wheels, crank - if they run smooth, I let them go. "If it's not broken, don't fix it".

But I do take apart the freehub ratchet (on hubs where you easily can) and clean / regrease on a regular basis, maybe 3-4k miles. This applies to most sealed bearing hubs (not Shimano loose bearing hubs). I don't use normal grease on freehub ratchets, instead a thick oil (Phil Tenacious or duMondetech liquid grease, 89/90 gear oil, etc).
 

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I do a total overhaul of the bike every winter. Everything that comes apart is taken apart, cleaned, and lubed. I cannot remember the last time ANYTHING came loose during the season. For me that's 9-10K miles between overhauls. I've never felt the need to go around checking bolts every 3-6 weeks.
I never used to bother checking bolts either, until...
My front right 105 / 5700 shifter became very loose in the middle of 40 mile ride, and it was a minor pain to get home. That was on a newish bike in the 2nd season with about 5K miles on it. It was tight when new, and for a good long time after that.
After that ride I went through the bike, and found the left crank arm bolts, derailleur hanger, and brake to frame bolts needed tightening. They were not "loose", with things wobbling like the shifter, but were not 100% tight.

On my bikes, to check everything requires 2 allen wrenches and takes about 1-2 minutes. I now carry those 2 sizes on every ride as well. And maybe the interval should be longer, who knows? I guess I'd say it should be checked at least once a season, and before big or long rides.

I can also tell you stories about mechanics who left (by mistake) things loose when getting cars serviced, including wheel lug nuts, and oil drain plugs. Catastrophe was avoided in both cases, just barely though. If it's easy to check, and important, I do it.
 
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