I recently went through all my lenses with both the D7000 and the D7100 and I focused at the longest zoom since that is generally where the focus problem would show up first.
Again, that is just what I did. I have heard/read all sorts of different things so I just did what I thought would be best for me.
I had tried several times to finetune my lenses and was never very happy with the results so I recently bought
FoCal Fully Automated Camera Calibration and used it on all my lenses for both cameras. The results were outstanding. I can really tell the difference in my shooting. My wife only uses one lens on her D7000 and that is the Nikon 18-200 which is good lens but in my opinion is a little soft but it really made her photos a lot sharper once I used FoCal on it.