I never do a dip or anything like that as a preventative, though there are people who will disagree. I do recommend QTing the coral just like you should a new fish for a couple weeks to make sure you dont have any tissue necrosis, etc. To get a dangerous hitchiker on an LPS is a pretty rare thing that I would not be too concerned about.
If you do want to dip it, there are several companies that make Coral Dip solutions- Ive used Kent a couple times for corals that were straight out of the wild with no tanking in between. Cant say that I saw much of a difference, but they didnt die either. If I do need to treat a coral that has been damaged in my system or something, I normally prefer to do a Lugols dip, but rarely do that on new corals since it is a pretty abrasive treatment.