I do understand the reasoning behind the folks who say don't quarrantine, but trust me, there is a chance that you will intro ich, internal parasites, bacteria, fungus, viruses into your reef.
I'm done getting burned by ich. As per Anthony Calfo, who is much more knowledgable than I am about reef systems, "Quarrantine everything wet." I do, and I have an ich/disease free reef tank.
-J