It's a very good idea but lately I've not done so and had no failures. I do swab with two alcohol patches followed by a couple of dry ones before the initial load. If I can hear good air flow through the nipple as I swab, there is no need to pop caps/primers. Just be positive you aren't leaving oils in the barrel or flame channel of the plug.
I swab the barrel out, run a dry patch down the barrel, and then snap a primer or cap. Pull that patch and check it for burn marks. If it is burned, then you know the fire channel is open and working.. So go ahead and load.