I always check an unknown gun that comes into my hand of course (and assuming it is at a gunshop, appreciate when the clerk checks before handing it over).
However, I don't stick my finger into the action of locked open firearms for two reasons:
1) I wouldn't trust the "feel" to tell me anything anyway; I guess my fingers are fat, but they aren't likely going to fit into any chambers. Certainly nothing smaller than a .45 casehead.
2) If the slide/bolt catch lets go while your finger is in the way, your finger will likely then be in the chamber whether it fits or not, and will be staying there for a while.
I want to see two things when checking a firearm: Light through the magwell, and no casehead in the chamber. I don't "trust the extractor", but as far as I'm concerned my vision is much more trustworthy and safer than sticking a finger or other foreign object into the action.