Only when they look like they may be bigger/taller/wider/have a larger filesize than what has been specified in the HJU SIG GUIDELINES thread. Other times, HJU members will use the "Report" function and let the staff know, "Hey, you may want to check this out. This member's sig may be too big/too small/etc." Depending on each case, it can be more/less obvious that someone's sig is not following what's allowed.
With rotating sigs, such as the one that NateRiver had, doing RIGHT-CLICK -> VIEW IMAGE INFO does not always show the filesize of a particular image/GIF. In cases like that, I just go ahead and do RIGHT-CLICK -> SAVE IMAGE AS to save the image/GIF in question directly to my computer, which then allows me to see it's dimensions & filesize. That's how I determined that the GIF that was the problem in NateRiver's sig was approximately 300MB over the allowed maximum filesize.
He still has the code to use the rotating sig from the site that he uses to host/run it, so all he has to do is adjust the GIF in question (assuming that he wants to keep it in the rotation) and he can easily use it again.