No, you only should deworm when they have worms. I do sort of random fecal exams on my collection every couple of months. It's a lot easier for me than many folks, because I do my own fecal floats, smears, etc., as well as bacterial cultures and things like that so I can diagnose most of my own problems.
When I see evidence of a serious infestations, I treat for them. Parasites are a problem in reptiles and certain reptile naturally harbor parasites that would be pathogenic in others. Some intestinal bacteria is considered normal flora until it reaches a certain level, where it becomes pathogenic. The single biggest key to keeping parasites under control is cage cleanliness. Second to that is the food source. Wild-caught food is much more likely to be carrying parasites than domesticated food items. Frozen/thawed food items are the best to use because freezing kills whatever parasites are there. Some parasites are ingested in food, others come from contact with contaminated soil, etc. Some can be transmitted either way.