As a general rule, penalties should be explained to the shooter as soon he has completed the course of fire.
BUT, some can only be assessed at the stat shack. One example has already been brought up, that of the score keeper not assigning a FTN when it is obvious that it should have been assigned. Another example is at the 2000, 2001 and 2002 Nationals (I wasn't able to attend the 2003, but it may have been the same there) if more than one score sheet for the same competitor was marked for an equipment position adjustment. IOW, if shooter "x" had to be told to position their holster behind the centerline of their body on more than one stage, then a procedural would be assigned in the stat shack. This is the only way that a shooter who kept moving their holster forward for a competitive advantage could be caught, since the SOs could only know what was done on their particular stage.
--Lin