A set of check weights, calibrated in grains, not grams, is the best way to check the accuracy and precision of your scale. Keep an eye on Ebay or pick up a set on-line or locally. $20 - $35 is the going price.
Most sets will have weights of 0.5 gr, 1 gr, (2) 2 gr, 5 gr, and higher grains. This allows you to pick a nice range of combinations. For example, if you want to load 4.3 grains of powder, select the combination of weights that will give you 4.5 grains. Zero your scale first, put the weights in the pan,set your scale to 4.5 grains, and place on the scale. As stated in an earlier post, if your scale settles on zero (or correct weight for electronic) than your scale is accurate. Take the pan off and place it back on several times to make sure you get the same reading. This checks the precision. Since you picked the weight combination that is closest to your desired charge, you can be confident that your scale will be correct.
I use an RCBS 5-10 that is fairly new to me and a Franford Arsenal Digital. The RCBS is precise and accurate to the 0.1 grain. The digital is good to +-0.1 grain, mostly. I use the digital when setting up the micro-charge bar or Auto Disk just to get the approximate weight. Then I'll set the RCBS to the desired weight and use it to check the powder loads.
I would advise using the check weights whenever you have to make large adjustments to the scale, such as moving the 10 grain poise. There is always potentionial for a slight shift in the poise which can affect its accuracy.
I reload handgun calibers, so I've checked my scale out in the 3 - 8 grain range. I purchased a Cabela's set off Ebay which has a total weight of 1500 grains. It's way more than I need, but it's a nice set since ALL the weights are marked. From what I read on of reviews on Midway, the lighter RCBS and Lyman weights are not marked. Hopefully it should last me a lifetime. It does give me confidence that my powder charges are correct. Even using two scales, I was getting slightly different readings, so now I know which one to trust.