I do it at the start as well. But I haven't done one in years. I did one a while back when I dropped 20 pounds of body weight. There is no reason for me to do it before each dive, as my equipment never changes, and I have a list of what weight I need for each of my 3 wetsuits.
When I said at the start of the first dive, I meant first dive of a given trip. Not the first dive of every day. As a mostly vacation diver, I'm generally going months between dive trips and often not wearing the same gear etc (warmer or colder water etc), so I find it helpful to check my weights on the first dive of a trip.