So if you're sneaking in a dungeon, how often do you roll?
A good discussion of that very question came up on the SJG Forums.
Here is the thread in question.
Basically, the more rolls you have to make the more chance of failure. A blown Stealth roll means you're not being stealthy, and makes for a very easy chance of detection. Making a PC make a lot of rolls basically can amount to "roll until you fail."
My approach is, roll once, and then only roll again when the circumstances change.
I explain it a bit here, along with the idea of preserving a single roll, and just changing the modifiers as you go. How does that idea work? It involves tracking your modifiers and your scores.
For example: Guard has Per-12, and makes his roll by 2. You have Stealth-14, and roll a 9, making your roll by 5. You have a net margin of success of 3. You can get within 5 yards of him before your margin of success is 0, within 5 yards before it's -1 and he's heard you. Whether he recognizes the sound for what it is, or can react before you see him notice and do something about it, is another question.
The downside to this is that you basically know how sneaky you're being, and how close to try to get. Even if you don't know the margin of success, you know it's no better than (whatever number you succeeded by). So this can discourage people from moving close on a bad roll. Conversely, it may encourage risk taking with a high roll, because they don't know if the guard made his roll or not, nevermind the margin of victory.
As far as a more official person's opinion, Sean "Dr. Kromm" Punch put up two responses, that boil down to "keep your roll until your circumstances change for the worse." In other words, when things change for the worse, roll again. Otherwise, you're good.
Kromm responses are here and here if you want more detail.
I second any ruling that makes you roll less, and which keeps tension up (how close can I risk getting with this roll I made?). So keep the total rolls down, roll when it gets worse.