While Texas does not have DWI checkpoints (if you want to know why here's an explanation), other states do - such as New Mexico. Enrique Larios showed how not to respond to a checkpoint. He sped through the checkpoint, almost hitting the officers. He then made the arrest easy by flipping his truck and crashing into a tree. Instead of chasing them, all they had to do was get him out of the truck.
Drunk people don't always make great decisions, but most of aren't this bad. Mr. Larios took a simple DWI case, and turned it into a possible aggravated assault - for almost hitting the police officers. On top of that, he lost his truck - which given his other problems might not be that big a deal.
While you don't have to deal with checkpoints in Texas - unless you are near the border - many people travel during the holidays. So it never hurts to be prepared for a checkpoint. The rules are pretty simple - stop and follow directions. Have your ID and insurance information ready, because you know they're going ask. And as with any encounter with a law enforcement officer - be polite.