I found I am more successful getting my physical in-box to empty first thing in the morning. I then feel like my Lists represent all the work I'm aware of. It's also a kick-start or mental reboot that engages me in my lists more actively than scanning them does. At the end of the day when I'm trying to get out of the door, knowing that I can drop any loose items in my in-box and I'll look at them first thing in the morning closes a loop for me.
As long as I get my physical in-box to empty once a day, I'm satisfied. I don't feel I need to keep it empty all day. I am not always successful with my electronic in-box. And now that I'm thinking about it, it may be because I have a different mindset about it. I am trying to keep it empty all day. I need to work at getting it empty once a day and see if that works for me.