Well, ya just happened to get me!
Yes, absolutely, any new cat should be tested for leukemia and AIDS before exposing your other cats to it. Not all shelters test for both, so even if you get a shelter cat, make sure it's been tested.
Of course, you will be separating the new cat for a while anyway in order to properly introduce them, so you do have a little time. It probably isn't necessary to rush to the vet on your way home with the new addition!
The vaccine for feline AIDS is not recommended at all by the experts. I don't recommend the leukemia vaccine for routine use, and experts do not recommend it for indoor cats with no exposure. For kittens, distemper and rabies are the only essentials.
We've got a couple of articles on getting a new kitten and setting up base camp in our free article library at
http://www.littlebigcat.com/?action=library, that you might want to check out ahead of time. Also, I am working on an article on vaccinations, so stay tuned!
Cheers,
Dr. Jean