I had one when i was 1 week overdue (already had a scan to show that we needed to hurry things along, so i think he was just checking.. and i was already 3cm which was good)

I had another when he broke my waters a few days later when i was induced. I had 2 more during labour.

My obs wouldn't do one until i was a week overdue.. I was worried at the time, but so happy now... i found that they hurt, or were at the least uncomfortable, and i don't think you gain much from having somebody stick their hand up there unless they are actually doing something, rather than routine.