Personally, I rarely think about updating my software unless there's a new feature I need or a fix for a bug that's been ruining my life, so just visiting the website when to check for new versions is fine by me.

However, you could also include a facility to manually check for updates and either self-update or just show the changelog. Why manually? "I know you're about to do this thing real quick that needs to get done, but a new version is available! Would you like to twiddle your thumbs for 5 minutes while watching a progress bar?".