What to check & tighten underneath?

[B6T]

There isn't a specific joint that needs to be checked, nor is there a reason anything should have came loose, except for a negligent mechanic. If you're worried, just check everything.

With most cars you actually need to tighten these types of joints with the suspension at ride-height to eliminate having the bushing pre-loaded under normal conditions that would lead to premature failure.

[itsnotanova]

I'm not sure if there's any bolt or nut that really needs to be "checked" for tightness besides for something that looks out of the ordinary. I would however make an effort to get a look at your axle boots and balljoint boots for signs of cracking or rips. I would also look for leaking fluids and where they're leaking from. Not a bad time to see if your transmission mounts are starting to leak too.