Austin K. Wood had a smart comment on Internal Scorecard #1 --
For the first 14 weeks of this year I did weekly reviews, with weeks starting on Monday and ending on Sunday. This started to fall apart and I devised a new system that's been working pretty well. Instead of 7 day weeks I've been tracking my business, financial and personal progress in chunks of time that are related to what I'm doing at moment. 4 day trip to Norway, 10 day hike in the mountains, 8 day children's camp, 12 days in the US - and all the time between each event becomes its own period as well.
Smart.
I recommend weekly reviews...
1. When you're in a set place with a rather set routine, so that your numbers are uniform.
2. When your schedule is incredibly hectic (constant travel through many countries in a short period of time), as a way to keep track with what's actually happening and "draw lines" around what you're doing.
Otherwise, I find Austin's way works better. If you're going to be in a city for 9 days, make objectives for those 9 days and review that.
Likewise, setting objectives and reviewing more frequently is good if it makes sense -- IE, you're leaving town in 4 days for a trip.
Finally, depending on what you're trying to accomplish, I'll occasionally skip or exclude days if doing an irregular review schedule. If you've got two days on a crazy travel itinerary (train, multiple connection flight, whatever), occasionally it makes sense to just skip those if you're reviewing irregularly.
I prefer straight weekly most of the time, but remember -- your systems should serve you, you don't serve them. When your life is moving in interesting ways, make your reviews follow that.