Personally I think it's important to wash everything new or old for baby. The new stuff has tonnes of chemicals on from the factory's and have been touched by lots of hands between there and my house, so could be effected by smokers hands, people who don't wash their hands after the toilet, people with skin issues, perfumes etc. I just couldn't do that to a newborn delicate skin.
I have dogs too so completely get the whole hair going EVERYWHERE issue. The dogs haven't been anywhere near the nursary but today I noticed stray hairs on the floor!