Ideally you'd do this, but it tends to require specific drives and it's not always clear how to do certain parts of it. That said, for console games it's largely a matter of finding a redump.org set and running it through u3 or later CHDMAN to get a MESS compatible archival-quality dump.
I should note that it only matters for mixed data/audio CDs - for CDs which are data only like CPS3 and many others in MAME you can rip with anything since there are no offsets in that case.