With XP this was valid, but from Windows 7 onwards you don't need to do it anymore unless you actually want to play a game - the majority of users would never need to at all.
I think Windows updates my video driver for me. If I ever had to do anything manual, it was long enough ago that I don't remember it.
if you have a Nvidia or AMD Catalyst driver, i don't think Windows updates them to the latest versions available automatically.