To clean or not to clean...

Depends on how much you like paying for a cartridge rebuild.

Someone did an analysis of record groove gunk: he reported that it’s a third grease, and third fluff, and a third diamond dust (presumably from a stylus). That’s a grinding compound, ready and able to reshape your stylus.

No record touches my Koetsu until it’s been cleaned ultrasonically. According to a photomicrograph at 1000 hours, the stylus shows minimal wear. Even the authorized dealer advised against a rebuild.

So follow MC’s advice if you like to burn money and destroy precision instruments. I don’t.

Do not clean a brand new record other than removing the incidental dust. All the additives in record vinyl are mixed into the PVC. You can not remove them by cleaning. This includes the mold releasing agent. It works by changing the physical characteristics of the vinyl making it less sticky. This is a great example of lay intuition.

New records should be placed in a static free inner sleeve and incidental dust should be removed at each play. If you wind up with lint on your stylus you are not doing a good job. Dirty records will leave a residue on the stylus. There should be none. Clean your stylus well and play a few brand new records. Re examine the stylus gently removing any lint that it caught during play. It there any residue on the stylus? Look with magnification. If there is no residue your records are clean.

If you see finger prints on a new record that record was most likely used to test the run and played. I return those for another example.

For dust control I use a conductive sweep arm which tracks with the tonearm. It clears any incidental dust and discharges any static.  I use an isolated, hinged dust cover which is convenient to use during play. Contrary to popular belief the sound is better with it closed. It is like giving your cartridge hearing protection. There is always some static on the record. Static draws dust like a magnet. The best way to prevent dust collection on the record is to keep it covered. The only time it should be exposed to open air is in transition from the inner sleeve to the turntable and back. 

Cleaning records always entails some risk if just by accidental trauma.
There is no reason to clean a clean record. If a record starts out life noisy it has dirty recycled vinyl in it or is simply a bad pressing. Return it for a new one. Cleaning it will do nothing. The problem is other records from the same batch are likely to be just as bad. I returned 3 copies of The Cure's Disintegration before I got one that was reasonably quiet. 
 

I always at least dry brush the record.  You can get a lot of the crap off with a good dry brush.  It's crazy sometimes how much dirt can be on a new record.  I really go around it a few times and you can scoot a big pile of dirt up sometimes.  I would always at least dry clean it very well and get off what you can dry then wet clean otherwise you are making concrete with the water and dirt.  

@terry9 , @jperry  Certainly, all used records should be cleaned.
I do not buy used records. Not my thing. I never clean new ones. I have never worn out a stylus and I examine the stylus at intervals. The cartridge is usually retired first. I rarely have to clean my stylus. Maybe once a month I'll use Lyra stylus cleaner. Because I use a sweep arm and dust cover I almost never have to remove dust from the stylus. Dust is the most prevalent enemy of sensitive machinery and records.