We do a dual sound check really. Our levels are probably pretty close relative to what we want so we start doing a song, singer wanders out and listens, gives some overall levels, I wander out (I am wireless), get most things set up, then we do a song where both me and the singer sing, and he (with a long lead) says whether it is ok. Then I make sure the sax and guitar are at the same sort of level, and then we go.