Yes, wash your lettuce. No matter what kind of lettuce I buy, I always end up washing away a lot of dirt and bugs, even if the lettuce was pre-washed. I also follow the Alton brown method (love Good Eats). It adds about a week to the fridge life of the lettuce.
1) fill your (cleaned) sink with cold water.
2) tear lettuce into strips
3) soak lettuce in the water for 20 minutes
4) remove lettuce to a salad spinner
5) spin the excess water out
6) lay flat onto paper towels, 3 sheets in length (don't worry about any left over water still on the leaves at this point, it will help keep the lettuce hydrated)
7) roll paper towel with lettuce inside it
8) place rolled lettuce/towel into a large ziplock bag
9) suck out all the air, place in fridge
Soaking the lettuce before had helps to hydrate it, and remove particulate matter. Rolling it in paper towel allows the lettuce to regain some moisture while in the fridge. And removing the air helps with freshness.
I know this sounds a bit involved, but I've had romaine and green leaf lettuce last for up to 2 and a half weeks this way, and still retain it's crispness. Alton Brown is a scientific food god.