Some people agree.
Some people say you shouldn't because it can allow cuts to dissolve into the solution
Its good to be a sterility freak.
I personally (if I'm inside) like to boil the kettle, pour some into a clean mug, let it cool off a little bit, then ill attach a filter onto the empty rig, draw up water through the filter, remove filter, throw away.
Squirt water into spoon/cooker (if its not new ill alcohol wipe it, then rinse with boiling water)
Because the water is already warm it'll dissolve easily/come back to the boil with little heat. Fresh filter, draw up.
Unscrew needle head. Put new one on.
Let rig cool down (or well, force it to - i usually hold it by the needle end (with needle cap on) and run the barrel/plunger end under the cold tap because yeah impatient)
Shoot. Smile. Fall over. Repeat.
Other times if course its not possible to be this sterile and that doesnt stop me. But thats my 'ideal' ritual.