They are the number one stealer of nutrients, sunlight and revenue for farmers, so the earlier you try to eliminate them, the better will it be for your gardening. This can eat up your time to such extremes at certain seasons, but monitoring weeds and eliminating them is definitely worth your time and effort.
Weeds are usually much harder to remove when they have matured. So it might require you a keen observing eye to really check out and inspect your garden for the earliest appearances of these culprits. Cultivating your soil regularly in the garden will help eliminate the younger weeds. Once you let those young weeds take hold and be firmly established in the garden, it will become a more herculean task to try to remove them from your garden.