As Joe points out you really should. reason being, if you ever look at most automotive hardware nuts, the first few internal threads are coated with either white/blue/red nylon, this serves purpose to prevent the bolt from backing itself out should it not have been tighten down enough or just somehow rattles itself loose.
Mostly used in applications where a retaining nut is holding vital part together, in other words, should a nut become loose and have a chance to back itself completely off the threaded bolt/part, the bolt/part would rattle out and in this case suspension parts could become separated. Not a good thing when going 70MPH plus down the interstate while wearing a big grin on your face.
I myself am a big fan of new hardware BUT it is not always possible to obtain such and at that point I would inspect said hardware, clean it up and refasten with BLUE loctite as Joe also mentions. Make sure to use the BLUE loctite, NOT the RED loctite.
These hardware nuts are a one shot deal, the thread bites into the nylon, tightens down and sits locked, preventing it from coming completely off due to vibrations. It's rather important, without the nylon, when it gets loose, it WILL rattle itself off completely. Once the thread from the bolt goes into the internal thread of the nut, it's in and considered done, it should not be reused. You'll end up threading into an already chewed up nylon band which then will not serve it's purpose the second time around.
Be sure to use the BLUE loctite, should you decide to reuse hardware, can't stress that enough!
You'll never get them back off if you use the RED loctite.
~ separate note: Did you know that each and every oil change, you really should be putting a new drain plug in?
The thread on the drain plug is so soft compared to the thread in the drain pan, designed like that on purpose. Plus the oil drain plug has a collapsible copper washer on it, which flattens slightly to make a tight seal when tightened down. Take a look at your drain plugs external thread next time you have it out, 99% chance it's done!