I have one critique partner who asks for feedback as she goes. Every chapter she writes gets put up for critique as she writes it, and she polishes to critiques as she goes.
Personally, I prefer to blast through a first draft quickly without any feedback. I then go back and revise the first draft before anyone sees it. So, no one sees my work until it's at least a second draft.
My reasons? I believe a lot in the power of the subconscious when it comes to story telling. When I write, I'm often not thinking about structure and beats and character arcs. I'm just trying to get the story onto the page before my tenuous grasp on it loosens. After I've done that initial purge, I can go back and make it work as a satisfying, well paced story.
If I asked for critiques as I wrote, a lot of my instinctive storytelling ability might get chopped out. I often write something that at the time means nothing, only to find it becomes very important as I move through the story. If I got critiques on individual chapters, my reviewers would see those little nothings and suggest I cut them, not knowing that the scene or piece of information might be crucial later on.
When do you get your critiques? As you write? After a few drafts? I'm interested....