Just wondering if anybody's ever heard of an AR made of first-rate parts, that is, purchased from Bushmaster, for example, rather than something they got out of a bin at a gun show, ever being incorrectly headspaced? (The reason bin parts are cheaper is that they're often rejected seconds surplussed out by GI contractors.) May happen, but I've never actually seen it with good parts. And if this were a real concern, don't you think the big sellers of parts, again such as Bushmaster, would have a big fat warning on their website where they sell those parts? Not only for legal CYA, but also to sell you a headspace guage? Well, they don't...
These guns are made with such exact tolerances that I don't think it's a big problem. If the threads aren't indexed properly, the lugs on the barrel extension won't engage properly. And with modern production processes (CNC for example), the threads aren't just randomly cut, they are cut the same way every time with great precision.
The most likely departure from spec would be a bolt that has too much or not enough "room" for the cartridge. Again, with CNC manufacture, this isn't at all likely.
Having said that, of course, it certainly never hurts to check. As a precaution I try to make sure that my bolts and barrels come from the same maker, and have the headspace checked by a friend of mine who does such things for a living. But as I said, I've yet to see one that wasn't spot-on.