I use that style too, but I've not found it useful for OpenGL. When you're developing your product, you want every OpenGL error to explode in your face, so you know it happened. In your final build, you probably won't ever check, because... well, what will you do if something happens? OpenGL errors are much more like ENOMEM than they are like ENOENT, and if you get one in production, you're basically stuffed. The best thing you can do is just carry on and hope that the driver ignores it correctly! (One advantage to working on code whose primary purpose is merely to display something on the screen: you can do stuff like that, and it's OK.)
There are exceptions to this general rule, and sometimes you do need to use glGetError in the normal run of things, and take action based on the result. But they are very much exceptions.