Texan79,
We recommend running new cases through a neck sizing die or over a mandrel just to eliminate any of the slight dings that can (and often do) occur during shipping. You may want to chamfer as well, but it's not required, and according to testing done by AMU on Lapua brass, actually increased scuffing of the bullet's bearing surface during seating. As far as the primer pockets, no, nothing at all to be done there, other than stick in a primer. You're good to go!