What do you hope to gain by tracking weight loss? That will greatly affect the answer of what's best.
Do you want to gain muscle mass?
This is my current goal; to maintain my current weight while gaining muscle. (Since muscle is denser than fat, this means I'll actually in some sense be 'losing' weight.)
Each week, I track how much I can lift (am I getting stronger?) and my weight (am I losing fat?) Tracking more often than that would just drive me crazy with the random fluctuations.
Do you want to fit into a smaller pair of jeans?
Track waist size. This won't fluctuate as much, so I don't see any reason not to track daily, but don't let yourself get discouraged. It'll still take a while to lose inches.
Do you want to lose a set amount of weight?
For example, "I need to lose 30 pounds to reach a healthy BMI"
Get yourself a system of exercise and diet that will result in a defecit of 500 calories per day (you eat 500 fewer calories than you burn). This will result in the loss of a pound a week. Losing weight faster than that is either a) extremely unhealthy or b) meaningless water weight.
Make sure you stick to the diet, and weigh yourself only once a week to ensure that nothing's going awry.
Are you at a healthy BMI and want to maintain that weight?
My ideal weight is 132.5 lbs. So I try to stay between 130 and 135. When the scale wanders up to 135, I start checking my portion size and foregoing food if I'm not "really" hungry. When it wanders down to 130, I start indulging in extra desserts. If it goes outside that range, I sit down and actually diet (see above). As long as it's within that range, I don't think about it at all.
The advantage to this system is that I can weigh myself daily without driving myself crazy. If the scale's at 134, I say to myself, "That might just be water weight. Or it might be fat. Either way, I'll keep an eye on food intake today. But no need to panic; I'm still within 2.5 lbs of my ideal weight."
This will obviously also depend on your emotional needs and strengths. If you're disciplined enough to stick to a diet, you can do weekly weighings to keep yourself on track. If you have a lot of trouble passing by that second helping, seeing the number on the scale each morning may boost your willpower. In fact, if your self-discipline is really bad, I might recommend weighing yourself before each meal.
But, if you tend to associate your weight with your self-worth, I wouldn't weigh more than once a week, or make sure you use one of the trend-oriented systems above.
Those parts depend entirely on you.
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