It takes a lot less time to call while walking to the gate than it does to stop in the crew room.
I only ever call to check in and encourage everyone to do the same. Abide by the contract. If you're on hold, they will eventually call you... maybe. When asked why you didn't call to check in, tell them you're still holding on the other line.
You know how they say if everyone who got a traffic ticket showed up to court the system would grind to a halt?