I check them all when I replace the serpentine belt. Just spin each pulley by hand, including the water pump, ac compressor, alternator and power steering pump. If it feels rough or makes a grinding noise, it gets replaced.
The tensioner is a judgement call, if it is really easy to rotate to get the belt off, then I replace it. Otherwise it gets just the pulleys as needed.
The bearings in the ac compressor clutch can be replaced for less than the entire clutch assembly. Having access to a press is best, but it can be done without.
It wouldn't hurt to pull the serpentine belt off and give everything a once over once per year. I typically only check everything every other year and end up replacing the belt and maybe something else.