A good quality rug pad can extend the life of your rug but whether or not to use one under a new rug is really a matter of personal preference and just how you want the rug to feel under foot.
Rug pads will prevent sliding and extend the life of a rug by cushioning the impact between feet and hard floors. Generally the thinner a rug -the more likely it is to benefit from a pad. Likewise older rugs, perhaps with a repair to them, can effectively be strengthened with a good quality pad.
Any pad should be a touch smaller than the rug - small enough so that it doesn't show between the fringes for example.
There is a range of pads available for different applications, they can be made from rubber, felt, polyester or synthetic foams. Take professional advice to find the most suitable for your particular needs.