i can't stress the importance of doing this at least once a year. At a previous employer our secretary, who had access to all our personal info - SS #'s, DOB, you name it, opened up credit cards in several employee's names and ran up huge bills. She had set up a PO box under a fake name to receive the statements so it couldn't be traced back to her.
Her scheme eventually exploded and she went to jail, but it was a mess for the people involved. One found out when he went to buy a car, the other found out when he went to refinance his house. Ever since then I've maintained a subscription to truecredit.com. For about $90 a year they monitor three credit agencies and notify me if anyone accesses my credit report. It's probably overkill, but I like having the peace of mind.