I'm always checking, especially when my ancestors are made up of 'Browns', 'Robinsons', 'Adams' and 'Rees'. My one major gaff was when I skipped a marriage cert to keep costs down, (because it was a small town in country Australia in the mid 1800's) and followed it back a couple of generations.
It was only when I was talking to some elderly relatives that a g-g grandmother was alive at a certain time that I double checked. What bad luck was there to have two Elizabeth Browns, getting married, in the same small country town, in the same year. I went and purchased the marriage cert and a whole new family came to light.
I also never follow other people's trees, - I just use them to check their research against mine.