It depends. If I'm out shooting, I wind/cock the shutter after each shot until I'm ready to put the camera back in the bag. That applies whether going in the bag implies that I'm done for the day, or just packing up to move to a different destination to continue shooting. If the latter, I wind as soon as I retrieve the camera.
In the case of my Leica IIIf and my Zorki 4, "winding" really is a winding action — one has to turn a small, sharply knurled knob through a couple of revolutions to advance the film. It's much easier & faster to advance the film on the Rolleiflex, the Hasselblad, or the Leica M cameras. With those cameras I might not bother to wind until just before the shot.
In the case of my Leica IIIf and my Zorki 4, "winding" really is a winding action — one has to turn a small, sharply knurled knob through a couple of revolutions to advance the film. It's much easier & faster to advance the film on the Rolleiflex, the Hasselblad, or the Leica M cameras. With those cameras I might not bother to wind until just before the shot.