Yes, I contact proof my films. I particularly find it useful when revisiting old work in case I've missed something. This does happen, one of those 'slow burners' that reveals itself over time. Often the quite unassuming image that you wonder why you initially took it. Then looking at a contact sheet, it dawns on you why you did take it
However I don't 'proof' my 8x10 negatives, those that are selected go straight to the finished contact print.