Should new arrivals be quarantined?

[seashells]

When we bring a new critter home from the LFS should it be quaratined in a separate tank to watch for illness or just acclimate it to the main tank? Is it not more stressful for the animal to be quarantined for several days and then moved to the main tank? If it should be quarantined then what are your opinions for a suitable quaratine system.

Thanks, Doug & Shellie