I'm using the ItemCheckEventArgs and from which I can get an index value, but from this value I'm not sure how to look up what the text is of whatever was checked.
Here's some bare-bones code that should do the trick:
public void CheckedListBox1_ItemCheck(object sender, ItemCheckEventArgs e)
{
var checkedListBox = (CheckedListBox)sender;
var checkedItemText = checkedListBox.Items[e.Index].ToString();
}