Running CheckDB regularly is important for the integrity of your database. It's suggested that we run this as often as possible, so that we know right away if we have a corruption issue. (this is also a good reason to take regular database and log backups). The only problem is that CheckDB is very intensive on the storage of your servers. Not only that, but it can take a LONG time for it to complete on very large databases (VLDBs). This can cause some conflicts with your SAN