I should, but I don't generally.
If I have a spare tank set up and buy new fish, then I'll use it as a QT, but otherwise, I don't set up a new tank, or keep a tank dedicated for QT purposes.
I have actually found a that a smallish, minimally furnished QT tank, with no settled fish is actually much more stressful on new fish than putting them straight into a lovely big tank, with loads of cover and loads of other confident fish ... it's logical really.
Anytime I've used a QT tank, the fish have been really quite stressed for quite a while. If I put them in my big tank instead, then they almost always settle very, very quickly.
One severum I bought looked like it might even kill itself with stress in my QT tank. I was so concerned that I put him into my main tank, and he settled almost instantly.
We all know that various diseased like Ich are frequently triggered by stress, so I think the idea of stressing new fish as little as possible has a lot of merit.
I also am very picky where I buy new fish. Some shops I simply will not buy from if I don't rate their QT or fish husbandry very highly. The other shops, I always spend quite a lot of time watching the whole tank of any fish that I am potentially going to buy. If there are any signs of sickness whatsoever in the tank then I steer clear.
I've had a pretty good record, so I'll stick with my current policy.