Best practice is to QT everything for about 6 weeks. This will allow you to rule out almost any disease, specifically ones that have a dormant period.
However, if you don't have an adequate and existing QT setup, or at the very least pre-seeded filtration, you're often dooming a healthy new fish by trying to hack a QT together in a hurry. Stress allows for opportunistic infections and pathogens that would not normally occur if the fish was in a comfortable environment.
If you can do it right, do it every time. If not, be obsessively picky when purchasing a new fish.