What to check when examining paper proofs?
This is basically the last chance to fix anything (non-substantial) in the paper, so in addition to the things you mentioned, I usually check for spelling or grammatical errors, misprints in formulas, etc. Sometimes one might want to add a sentence to clarify something.

Finally, if the journal did any copy-editing, you should check its job. Some journals provide a list of changes they made for that purpose. You should also check if the pictures and formulas are still in the right places.

Added: sometimes it's necessary to update the literature list, for example if preprints cited there have been published in the meantime.