For me, I take out the rocks and stones. But it's not really about them, it's more about examining the entire tire for defects and problems, something hard to do if the tire were on the wheel. As a matter of routine, I take out the flashlight when I get home and examine the treads on all 4 tires, looking for embedded nails and glass. You'd be surprised how many of them I'd seen and removed over the past +36 years. On some occasions, they had caused a slow leak already and caused me to swap the tire with the spare. Better to do it at night in my garage than in the morning when I'm in a hurry to leave. And there were times I'd look when I'd arrived at work and find a nail I had picked up after leaving my house.