If your goal is to make a robust design, I say YES. At the very least I would consider putting a clamping device: zener or diodes and some resistance at the input to protect the PIC from spikes [surges & ESD] etc and possible overcurrent. Under normal conditions, if the 5V is well regulated, then you don't need the protection but what happens when something goes wrong with the 5V line?
The other thing: the 0-5V is probably not the real effective range of the ADC, so you'll need to scale it to below 5V.
An analog front end filter also helps a lot by rejecting frequencies that you'd need to sort out digitally.
If your goal is make the cheapest PIC controller, I'd say don't put anything except may be a resistor but remember that you might get a call later from some unhappy people.