It may seem trivial, but the one out of 1000 times you check and find that you had a loose wheel, you'll thank yourself for the 999 times you checked and found everything tight.
To check them for tightness, you don't need to follow any sort of pattern like you do when you are tightening them for the first time. Just check that they are all nice and snug. What's snug? With the wrench on the bolt, lean over and put most of your body weight on the lug wrench. When it stops moving, you're snug. Don't stand on the wrench or tighten it with "all you've got," this is overdoing it and can strip or damage wheels or bolts. I like to start at the top every time so that I know where to stop.
Removing Your Lug Bolts
To get the bolts off of your wheel, you'll first need to "break" them before you jack the car up. You'll see how silly you look trying to unbolt your wheel while it's spinning ridiculously around and around. Chasing your lugs like a nervous cat is never a good look. Once you have them all slightly loosened, jack up the car. Never remove your lug bolts without your car jacked up! I like to start with the bolt in the three o'clock position and work my way around, leaving the bolt at the top for last. This way the wheel will stay in place until I take the last bolt off.
*If you have removed all of the lug nuts or bolts and the wheel is stuck, try this stuck wheel trick.
When you reinstall the wheel, be sure to tighten your lug nuts in the correct order.