I didn't. They dressed DS in hospital clothes after he was born. I took my own clothes for him in my bag, which i changed him into the day after he was born.
I didn't like the idea of him being in clothes from the hospital as i didn't think they were warm enough for him in the A/C. So i just took some Bonds Wondersuits for him.
It depends on what you want. If you say you want your bub dressed in the clothes you brought, i'm sure there wouldn't be a problem.