Yes- it is always preferable to renew the head gasket if you lift the head off- compressing a new gasket is effectively part of the sealing of the joint. Generally speaking if a head gasket is leaking them you should see signs of it on the ouside of the joint. If the leak is between oilways and waterways you are likely to see oil in the water in the radiator as a white gunk. If you have a water leak and the vehicle is overheating look for the more obvious sources of leak first- radiator, hoses, water pump before getting down to removing the head!