I've never run just a checkpoint, just whole raids. There's an ebb and flow to them that I enjoy; VoG especially feels like a journey. I'm willing to do a raid in chunks ("let's do through Gogons today, finish tomorrow") but I just don't find myself interested when people are just doing checkpoints for some reason. Dunno.
Only exception is running Abyss solo on my Hunter, which is a treat.
That'll change once you've done you're 39,423th full run. Occasionally I like to go back and do a full, fresh, VOG run even if we can't get any loot out of it, but we've done it so many times now (across 3 characters each week) that we're just looking for drops. Most of us in our group have every single exotic in the game so there really isn't anything in particular we're looking for... just shards/exotic shards. Some of the CP's are fun... but jesus, we've run the limited content there is into the ground. Now it's just about being as efficient as possible.
Sitting on over 1000 ass mats, ~800 energies, ~450 motes, ~250 rad energies, ~400 rad mats, ~650 coins, 1000+ destination mats for each type (some less), ~50 exotic shards, all exotics in the game still in-tact, and all armor and guns I want maxed are already maxed out with multiple versions available just for better stat rolls. Oh and 30 5k bounties on all 3 characters completed and sitting there.
There really isn't anything left to do, but occasionally we have a guy looking for a particular drop, and we have people available to play each week, so we're just running CP's. Especially when it comes to CE... VOG is still good start to finish.