First, no, new rotors usually do not need to be turned.
Rotors do not have to be turned unless the surfaces are grooved more than about 0.015 inch, or they have runout or thickness variations.
When starting brake repair, take notes.
- existing brake symptoms
- pad thickness (if uneven - make notes)
- Rotor (or drum) wear patterns and thickness
- condition of hardwear stops (caliper and nuckle or drum backing plate(guide pins also)
- piston smoothness
- condition of studs and lugnuts
- condition of parking brake
These notes will help you decide what to replace during brake installation, and help diagnose recurring problems. New rotors should be thouroughly degreased. Either by washing in hot soapy water, spraying with brake cleaner, or better yet - both.
Guide pins should be greased with a suitable high temperature lube. The guide pins help keep the pads square to the rotor. They bear no brakeing load. If they stick (worn or rusty spots cause this) they will cause rapid wear of one or both pads.
The stop surface of the caliper provides the leverage for braking. This surface also allows the caliper to slide inboard as the pads wear. Any damage to this surface, or the corresponding surface for the knuckle, will cause the caliper to cock or grab. Cocking of the caliper causes uneven wear of the pad. Grabbing will cause increased effort, severe pad wear, and sometimes brake steer (in the direction of the grabbing brake).
Once the brakes are back together you set out on a Sunday drive. This is the "bedding" phase. Speed should stay under 35mph at first, and braking distances should be increased. Your goal is to keep the brakes from getting hot. For the first few dozen stops, there is a gradually diminishing grinding noise. The pads and rotors wear each other until the surfaces are perfectly mated and smooth. Braking power at light pedal usage will seem high until the surfaces are smooth. If there are any problems you should fix them before you go on to the conditioning phase. If the rotors have been used before but not turned, the bedding phase should be extended until the mating is complete. Braking may seem weak until bedding is complete if the rotors have not been turned.
Once the brake surfaces are "bedded" and there is no shudder, pedal pulsations, or squealing - "conditioning" begins. Gradually shorten you stopping distances and increase speeds. The object here is to subject the brakes to higher temperatures each time you use them until brake pad material becomes fused into the rotor surface. An acrid smell from the pads is typical, but it will go away. Do not stop hard and then sit still, as this will keep the hot pads clamped over a single spot on the rotor. Leave some cruise time between braking episodes so that the hardware can cool down.
Properly bedding and conditioning the brakes will both improve their stopping power, and increase their longevity. Perhaps you have heard the one about the little old lady who never drove fast, and her brakes wore out prematurely. This is true, slow driving and easy braking can cause the abrasive bedding phase to continue until the brakes are worn away.
Beyond conditioning is "glazing". Glazing is caused by extreme heat. The size of the pads and rotors are designed to be sufficient to prevent glazing under normal circumstances. Glazing can cause a reduction in stopping power at first, and uneven rotor thichness wear which can cause grabbing and pulsations later. These pulsations are felt in the brake pedal, and usually seem worse once the brakes are warmed up.
If the contact area of the brakes is too small, or they are subjected to extreme or repeated braking, glazing can occur. Before bedding is complete the contact area of the pads is reduced and qlazing can happen with only moderate braking. If the calipers are not square with the rotors, again the surface area will be reduced and glazing can easily occur.
Extreme heat will change the metal of the rotor at, and well below the surface. This glazed material is very hard and will become raised as the rest of the rotor wears away. Turning the rotor will rarely get rid of all of the glazed material. Glazing of the rotors will usually require their replacement.
To check for glazing, use micrometers to measure the rotor thickness at numerous places around the rotor. If a thicker spot is found, use a file to mark the spot at the outside edge. Draw a picture using the mark as reference. Have the rotors turned and remount using new brake pads. If the problem reoccurs, remeasure the rotor. If the same area is again becoming thicker, you will have to replace the rotor.
It is advisable to mark the rotors while removing (FL, FR, RL, RR) so that they can be reinstalled at the correct location later.
Bad wheel bearings and loose suspension components can affect brake wear and can cause shuddering also. Keep an eye on tire wear patterns.
Sorry for the length, but I hope this covers most bases.