For me, it depends on where these plants are coming from. If a trusted commercial place like PFT, the plants usually arrive in great shape and ready to plant without much more than a cursory look.
If from a hobbyist, I first carefully unpack and take a close look for evidence of bugs, disease, or plant companions that I may not want to spread to my other plants. I then wash the soil from the roots. I then spray the plant with a fungicide, and plant it in my soil mix. If I saw evidence of bugs, I spray it with a systemic insecticide.
I put the plant in a bright area with filtered light (not in direct sun). Over the next few weeks, I gradually move it to areas with higher light intensity, depending on the plant's preferences. I also watch the new plant for evidence of stress, bugs, disease, and unwanted companions.
The fungicide and insecticide treatments may seem overly cautious, but I have had a number of bad experiences when introducing new plants from outside sources. Some growers are even more cautious and only grow new introductions from seed.