If you've just bought an rs its always a good idea to get it set up. Other than that whenever you fit a performance part, one to make sure you dont melt anything, two to make sure you get the most out of it. I get mine done once a year anyway. its expensive but i've always got more parts to fit at the same time, so plan it for then
Theres loads of decent places to get an RS tuned, dont give it to any old monkey at a kwik fit though, find a specialist through the website and give them a call.