It's not safe or good to do while you are pregnant but if you are doing it for TTC purposes it's not as bad but just have your Dr check you if you are worried.
A nurse actually told me with my last pregnancy that checking your cervix could actually cause you to go into labor if you are far enough along. That's why the doctors don't start doing it until your last month unless they have a reason.
Not a very good idea...increased risk of infection or damage to the cervix and what Michele said about going into labor too soon.