I always have all of my newely aquired guitars set up/neck adjustments/ intonation / fret grind and polish etc. weteher they are NEW or used....IMHO it can not hurt as long as you have a competent guitar tech doing the work.
I always have my tech check out the guitars. I've been wrong a few times thinking it would be an easy fix turning into something more, but he always makes the them sing. It's amazing how a big company guitars' real potential needs the last couple of steps with a good tech to be realized. Small luthier guitars on the other hand come out of the box ready to go.
I often do take new acquisitions to my guitar tech. The usual cause is to get new pots and caps, jack, p/u selector or something like that, as I'm partial to low-end instruments that are often let down by low quality in these areas. But while I'm there, I'll ask him to fine tune the action and setup.
+1...took all 3 of my electrics (purchased brand new) to have them looked over...besides the setup...all three had several frets that needed leveling/dressing, nut and saddles filed, etc...Yes, the difference is night and day in playability and performance.
I always play 'em for awhile first so I can get a feel for what they need. ie Strings breaking: saddles need deburring, tuning issues: nut needs to be recut, rough fret ends or buzzes: fret leveling/polishing etc etc etc. Then I can really appreciate the changes.
Back when I was teching full-time, I had a coupla customers who would commonly bring in a new, off-the-rack gtr to have me yank the frets, plane the 'board, refret and set-up. Some folks are that particular.
Manufacturers don't know who's going to wind up with any particular guitar they build, or where that guitar will be shipped to. Changes in the weather/ climate, settling in, coupled with the fact that these guitars, in the end, are made of wood, glue, and screws (ie - they 'breathe').In other words, they can move while adjusting to a new climate that's different from the climate where the guitar was built, how they like their whammy bar to work, etc. Even small shifts in the initial set up from climate differences could cause the need for a new set up.
Manufacturers ALSO don't know who's going to wind up with any particular guitar: they don't know what string gauge they'll use, what action they prefer; they don't really know ANYTHING about who will get the guitar and what they might like.
So they leave room for changes. Most manufacturers, like say Fender of Gibson, leave WAY TOO MUCH ROOM for these changes, so their guitar don't always feel good in the initial set up.
Smaller builders, like PRS, or John Suhr, have MUCH MUCH better initial set ups than do the bigger manufacturers.
Long answer to a short question: Yes, it's common to have to take a new guitar to your tech - so that they can set it up for YOU, and your climactic zone once it's done it's adjusting and settling out.
Its good idea to do but generally I set them up myself and unless there are significant problems I will play the gtr for about a year's time then bring it in and have a pro set up done. I like to have a little fret, nut, saddle and trem wear before I bring into the shop.
I don't use a technician. But since I play heavy strings (56-13) when I get a guitar I always need to adjust the truss rod, setup the bridge for height and intonation, enlarge the nut slots, etc. Simple stuff like that, I just do it myself.
update: I took in my new Les Paul Traditional to my local tech. I told him I would like to see if he could make it play better than I could get it. While I was there he checked everything over and found a few hi/low frets and said the nut could use a little bit of fine tuning. I got it back after a week (as originally promised) and WOW! It plays like butter now. The action is really low compared to how all of my other non tech setups are. I told him that the plek job that it left the factory with seemed a little tall and had a sharper edge than what I am used to. He went over every thing just like he said he would and I am amazed what a simple job could do.
I need to learn how to level/crown frets and I'll be set. All the regular setup stuff I've always been able to handle on my own but I could never get my guitars to play this nice.
I don't know enough to call myself a full on tech, but I do set ups on guitars regularly; neck adjustment, nut and saddle work, string height, intonation and bucking high frets. I also replace tuners, change pups, pots and replacing switches. I do put in the complete pickguard assemblies, but they are sucker plays for guys who don't own a soldering iron. I would rather just change pups. I put a David Gilmour assembly in a guys Strat last week, and it sounded great. I don't flatten whole necks, refret, change neck angles or do any paint or finish work. So when it come to a guitar that I buy for myself, I pretty much know what I'm getting into by playing and inspecting the instrument. Any set up that needs to be done, I do it myself. It's not really that complicated, especially with a Strat or Tele. I picked up a book titled "The Fender Stratocaster Handbook" by an Englishman named Paul Balmer a few years ago, and it details a whole bunch of information that the average guy would need to hang around a guitar shop for a very long time to acquire. He covers almost all of the things I do, and a whole hell of a lot that I don't do. The best part is the basic maintenance and set up. He also looks at commonly encountered variants and some of the custom shop goodies and "Key Strat players and their Guitars". I think it's worth the $25 price.:AOK