You don't absolutely have to, but- It won't hurt. I always turn my bias pot down 50% before changing power tubes, then bring the bias up to spec slowly as things warm up(I wait 1/2hr at least for the voltages to settle), then keep an eye on my ammeter for the next couple hours. I check my bias every week(no built-in meters). With the cost of good tubes nowdays, I just feel like taking extra precautions.