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The answer is... it depends. The usual answer everyone gives is 'yes'. And speaking for myself and the environments I've worked in... to alleviate confusion I make my admins do it for TS Servers to be on the safe side whether it is needed or not. Using the 'change' commands on an install which doesn't really require it hurts nothing, but not using on an install which would can be painful.
What the 'change user' commands are used for is to create application specific .ini files in the system directory that are master copies which are handed out per-user as they login to the terminal server and to record changes to machine/user settings in the registry. Mostly this is done so each user can have their own unique application configurations. What happens when you use the '/install' switch is that changes made to the HKLM and HKCU registry keys are stored under HKLM\SOFTWARE\Microsoft\Windows NT\CurrentVersion\TerminalServer\Install. Then when a user makes a system call it returns it from this section in the registry or from the user specific .ini file. In simple terms this is similar to application snapshotting.
Now, I cannot find the Microsoft document anywhere... but I read on the new operating systems that if the software you're installing is a properly setup MSI that this is no longer necessary. I've done some minimal testing on this with Win2k8 R2 RDS servers and so far I haven't had any issues. It also makes sense as the MSI service should adjust for anything missing if the proper files, registry, etc., are setup as 'key' in the MSI file. Btw, I say properly setup MSI files because some vendors distribute horrendously horrible MSI files.
Also, if the software you're distributing would be something which a logged in TS user would not interface with, it might also not be necessary. An example I can give is monitoring software. Our monitoring software came as an EXE, but it is isolated and a terminal service user would not ever need access to it. When I setup the package myself I tested with and without the 'change' commands and it worked successfully either way... and I rolled it out to several hundred TS servers without issue.
Now this really comes back to you because it depends on the OS and software you're rolling it out to... but either way Landesk does a beautiful install in the SYSTEM context.