I always have one in the chamber while out hunting with a rifle unless climbing over a fence or into a stand then its time to empty the chamber.

Now with a shotgun out hunting the only time I remove the round is when I'm getting out of my layout blind while hunting waterfowl. I don't like the idea of checking decoys and maybe my dog or someone else's jumping into the blind and setting the gun off while I'm infront of the blind. So I always remove the round and stick the barrel into the floor of the blind pointing into the dirt and make anyone hunting with me do the same, if they don't and I watch everyone else too, then I pickup my decoys and go home or they go home...