no, not everytime or every other time. bleeding the brakes eliminates the air in the brake lines. if your pedal goes to the floor, then its a good idea to bleed. it will always help, but not always necessary. caliper has a bleeding screw on it. to bleed have a friend pump the brakes while the bolt is tight. then have him hold, while hes holding you unscrew the bolt until its a weak stream. then repeat when you tighten the bolt. you want no air in the line, which wil cause excess pressure on the brake pedal.
You should always do that - if not know then next time it makes them work so much better.
When replacing pads bleeding is not needed unless you take a fluid line loose. But brake fluid breaks down with time and HEAT, so it's not a bad idea!