I assume you want to stress relieve the weld? depending on the size of the weld it's not an easy process and often doesn't get done properly unless it's critical. For a carbon manganese steel you'd have to soak at above 600C and then slow cool, for stainless it's nearer 800C. You can imaging, welds carried out 'in the field' can't have controlled stress relief applied very easily.
If it's a small weld on an object you can heat fairly easily then it's probably worth doing. On a large weld, moving the heat along the weld gradually may actually add stress rather than reduce it. However, you do often see people go along a weld with a torch after; whether they are doing any good only metallurgic testing could answer.