Yes, they should be checked every year. There are two reasons for this. An exhaust fan is designed to draw moisture from the bathroom and send it outside. Along with the moisture, the fan is going to draw dirt and dust. Not all of that dirt and dust is going to exit the house. Some may remain in the exhaust and slightly impede the action of the fan. The second reason that the fan should be checked is that if it is not working properly, the higher levels of humidity in the bathroom will cause damage. There is a very simple way to check the system. A large garbage bag, a coat hanger, and some duct tape are all the materials required. Bend the frame of the coat hanger into a square. Then tape the opening edge of the garbage bag to the coat hanger. Turn on the exhaust fan and place the garbage bag over the exhaust end of the fan outside. The garbage bag should fill with air within three or four seconds. If it takes longer, the system should be cleaned. You can do the same thing with the exhaust inside, but make sure that the garbage bag is inflated. If it takes longer than three or four seconds for the bag to deflate, the ducts should be inspected and the fan cleaned.