Brake cable anchor bolts are the most important fasteners on a bicycle. They are small, and many of them have holes drilled through them, so it is easy to strip/break them, but...
If you don't get the anchor bolts tight enough, the brakes will appear to work properly in normal use. Then, someday a bus will cut you off, and you will squeeze the brakes extra hard to make a panic stop...just when you need the brake to work their best, the cables will slip and the brakes will fail completely, with no warning. How to test that cables are secure? Grab each brake lever in turn with both hands, and squeeze hard. Shift cables aren't subject to as much strain, but still, shift to the position with the tightest cable, and pull hard on the lever to check.
Sheldon says you should do this anyway to check that the cable anchor bolts are well done up