I have Blood sugar issues - and my sister was recently diagnosed with a rare late onset type of insulin dependent diabetes... for both this reasons my doctor and I decided that I should be testing my BGls at least daily - as well as whenever I feel "off"
In my case, I tend to have BGl that run on the low side of normal (3.2 - 4.0mmol/L is my normal .. rather than the more typical 4-6 mmol/L range. I typically have hypoglycemic attacks "out of the blue" at least a few times a month - to complicate things, these symptoms are very similar to the side effects I have from a daily medication that I take. For me, testing my BGls when I feel "off" allows me to determine what is causing the problem - low blood sugar, or medication issues and then handle the problem more appropriately.
In most cases Blood Glucose testing supplies (aka diabetic testing supplies) have to be prescribed by a doctor ... though there are some states/ provinces that might sell the testing supplies without a script for full price (you're looking at well over $100 a month for supplies though!)
If you have a family history of blood sugar issues - or are at high risk for developing diabetes or may have hyper or hyperglycemic or hypoglycemic issues then talk to your family doctor about having him/her prescribe you a kit (monitor, lancing pen, and a few lancets and test strips) as well as a month's worth of supplies (ie a box or lancets, and 100 test strips - I prefer the "pre-coded/code-free" test strips) under the premise that you'll test and record your BGl at regular intervals (for example: first thing in the morning, a few hours after breakfast/lunch then before bed) each day so that you can have a solid understanding of how your blood sugar fluctuates etc. The months' test results will determine if you should continue testing or not and with what frequency etc.
One tip ... someone mentioned using alcohol wipes prior to doing the finger stick... Both my doctor, and my sister's diabetes team (3 drs, 2RNs, 1 dietitian) said that instead of using the alcohol wipes, to wash your hands well in warm soapy water, then do the stick immediately after (ie no alcohol wipe) ... there were a number of reasons they gave for why using the wipes are not the best idea (new theory, about 5-10years ago they recommended them). One of the big advantages of simply washing your hands is that the warm water and washing motion helps increase blood flow which allows you to set the lancing pen to a shallower setting - ie making for a hopefully pain-free stick.
Honestly, you need to talk to your doctor about your concerns and see if they will write you a script for a limit trial ... otherwise you're looking at spending $100 - $300 for a month's worth of supplies AND not really know how to use them (make sure your dr explains how to use it - and also have the pharmacist actually show you how to do the test (ie have them walk you through doing a test while you're there, so they can help you with any issues, show you where to place the lancing pen on your finger (the side not the 'pad' or the tip)
Hope that helps a bit.