For instance, the Wand of Magic Missiles description says:
The wand regains 1d6 + 1 expended charges daily at dawn. If you expend the wand's last charge, roll a d20. On a 1, the wand crumbles into ashes and is destroyed.
The question is, who rolls the d6 - the player or the DM? Does the user know, how many charges the wand has, or how many were regained by the wand at dawn, so he can effectively track their number?
Or there is always a risk that you expend the last charge and then waste an action trying to fire an "empty" wand?