I always wash them because:
- I want to give it "pre-crinkled"; I don't want the recipient to think they ruined the quilt when it comes out of the dryer the first time.
- as others have mentioned; to catch any mistakes. I've had binding where I somehow totally missed a side when I was attaching it (I bind by machine) and it came out of the dryer all stringy and weird and had to be hand-sewn to fix it.
- final test for runs in the fabric - I pre-wash unless I'm using precuts but I still like the double check.
- removing cat hair, hand oil, Elmer's glue, chalk lines...
And I also like to be able to tell people it's been "tested" - I think people are a lot more comfortable tossing the quilt into the washing machine if I tell them I've already done it myself.
Color catchers - you can buy them just about anywhere. I've bought them online at Amazon.com, and also found them at Joann's, Safeway, and Target. There is another brand that calls them something slightly different, which is not coming to my mind, but I've used those ones too and they work just as well.