Every morning. I find it much easier to look at the overall pattern you get from daily weighing rather than focusing obsessively on individual days, whereas if it was only once a week I'd have trouble disregarding the days that weren't actually representative of the general trend.
I have the
Salter Stow-a-weigh scales which take up practically no space at all on the bathroom floor. You do have to get a bit of duck tape and secure the two sticky-up bits on the stand, though, otherwise they tend to fall out every time you lift the scale out of the stand. It has the added bonus that you're not staring nervously at the surface of the scale every time you wander into the bathroom.
I didn't buy scales for the first month, as I had no idea whether the weight loss would actually work (I have a medical condition that can really mess things up in that area). Once I was sure from the fit of my clothes that I was losing weight, I got the scales. I felt anxious using them at first, and caught myself thinking, "Now for the moment of truth!" every morning (which was annoying mainly because it was always the same corny phrase running through my head), but that settled down fairly quickly. Which is good, as today I lost 1.8lb due to eating very little yesterday and throwing up most of it (that's the last time I try Tramadol for migraine), and tomorrow I wouldn't be at all surprised if my weight is up past where it was before, but I will be fine dealing with it if that's the case. I don't skip on days where I'm bloated or what have you either, I want to get used to the natural fluctuations so that I don't get freaked out by them.