Yes, you should always bleed after changing pads (or shoes) to eliminate any trapped air in the system.
Also bleeding will remove old fluid which becomes saturated with water, rust, etc. in fact many recommend a thorough bleeding every year or two, regardless of pad change for this same reason.
I use a "one man bleeder" made by Lisle. It consists of a clear hose and semi-sealed cup, along with various size rubber fittings that attach to the bleeder screw. It makes it easy to bleed the system by yourself.
