You don't need to machine the rotors when installing new brake pads.
However, if your rotors are glazed or slightly warped, or if the surface shows grooves at a height of more than 1mm, turning them is recommended. It will give your new pads a clean, even surface upon which to deposit a transfer film during break-in.
If I were you, I would check and see if the current rotors are within the specified thickness limits. If so, I would have them machined and reuse them, as the OEM rotors (assuming that's what you have) are cast of a higher-quality alloy than parts-store replacements, and are thus less likely to develop defects. If not, I would replace them with whatever fits my budget.