For me it depends. I really am not a morning person and my clit, as well as the rest of my genitals, have a VERY difficult time rising to the occasion and waking up. So, for morning sex I almost always need help with a toy or at least a bit of oral before the main event.
Otherwise, it isn't that I HAVE to pleasure myself, as much as it is that it feels good and that it turns my husband on too (and it feels good for him as well). It is nice when he does it for me, using his hand or grabbing a toy to stimulate my clit even more while we are having sex.