Well I think that's really your call, if it isn't costing you much time or money to go there. I wouldn't, but each to their own - the thought of wasting my time getting ready, leaving home and travelling even ten minutes in a taxi for nothing is more than I can stand but thenI do very few outcalls because the time spent travelling when I could be doing something else/taking other bookings I don't have to go anywhere for bugs me any way

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I know a lady who sat waiting in a hotel lobby for over an hour presumably hoping that if she rang the punters mobile enough times he'd eventually answer it; she hadn't bothered to even check the booking details, let alone the hotel. If she had, she'd have found out - as she did in the end when she went to the desk and asked - that they didn't have a room 6 (or whatever it was).
Even then nothing's foolproof and if a punter decides he's not going to open the door then nothing can make him. But like every other damage limitation exercise, if you've done everything in your power to reduce the chances of getting fannied about, then at least you won't feel so annoyed when it happens.
EDIT: Crossed posts with Rosa
