After having a couple of blank rolls, this has become my standard operating procedure when shooting 35mm. Some Canon's also have a rotating eyeball (for lack of a better term) to show that film is actually moving, which comes in handy if you forget to test the rewind.
Originally Posted by Gerald C Koch
Similarly, I once double-exposed 3 of the 4 4x5 shots I developed (not *that* long ago), and the other one was totally blank due to a mix-up in my numbering scheme. Took me at least an hour to shoot those 4 frames, plus an hour to load/unload and develop them. At least they weren't chromes, is all I could tell myself.