Should I check if malloc() was successful?

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This mainly only adds to the existing answer but I understand where you are coming from, if you do a lot of memory allocation your code ends up looking very ugly with all the error checks for malloc.

Personally I often get around this using a small malloc wrapper which will never fail. Unless your software is a resilient, safety critical system you cannot meaningfully work around malloc failing anyway so I would suggest something like this:

static inline void *MallocOrDie(size_t MemSize)
{
    void *AllocMem = malloc(MemSize);
    /* Some implementations return null on a 0 length alloc,
     * we may as well allow this as it increases compatibility
     * with very few side effects */
    if(!AllocMem && MemSize)
    {
        printf("Could not allocate memory!");
        exit(-1);
    }
    return AllocMem;
}

Which will at least ensure you get an error message and clean crash, and avoids all the bulk of the error checking code.

For a more generic solution for functions that can fail I also tend to implement a simple macrosuch as this:

#define PrintDie(...) \
    do \
    { \
    fprintf(stderr, __VA_ARGS__); \
    abort(); \
    } while(0)

Which then allows you to run a function as:

if(-1 == foo()) PrintDie("Oh no");

Which gives you a one liner, again avoiding the bulk while enabling proper checks.

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