I weigh daily, but if I see a slight gain, I don't let it bother me. Usually for me, a gain means I ate a lot of salt the day before. Personally, I think that's interesting information to have; it confirms that I retain water if I eat too much salt. If it upset me, though, I would weigh myself only once a week.

Oh, and I weigh myself in the morning, after going to the bathroom, in only my underwear.* I do this because it is most consistent and accurate as well as the most ego-stroking way to do it.

*I mean that I weigh myself in my underwear, not that I go to the bathroom in my underwear.