Some manufacturers face their frames before they leave the factory (a nice gesture), but many don’t.
You “should” always face your frame before building it up, but what are the consequences of not doing it? Well, misaligned brakes (though almost every brake has a Hayes mount no, so is inifinitely adjustable) and potential bearing wear in the BB and headset due to not perfectly aligned bearings.
Personally, I don’t really bother these days, unless the frame I’ve bought has obvious overspray on it. I used to get every frame faced (if it wasn’t from the factory) just because, and normally cos I was running a CK headset and IS mount brakes. These days, I don’t bother with CK’s (usually just a £20 FSA), I fit Hayes mount brakes, and HT2 BB’s seem a lot more durable these days than they used to be (that and they run plastic spacers, so I’m sure the spacer would deform if there’s any imperfection on the BB shell face).
Your money, your choice though…