If you're using the same water and pH buffer (if you use one), then those should be about the same anyway. Your main concerns are the temp and pH.
From wetwebmedia....
-I highly recommend performing a freshwater dip on each fish before being placed in the treatment tank. The freshwater should be properly buffered and heated to the same temperature as the tank that your fishes have been residing in. Use of a non-toxic anti-bacterial agent, such as Methylene Blue, is encouraged during the dip. Use enough Methylene Blue to color the water a deep blue. The duration of the dip should be from 3 to 5 minutes, depending on the tolerance of the individual fish(es) being dipped. Keep a close eye on the fish during the dip process, and be prepared to remove them to the treatment tank quickly, should they show extreme distress during this process. The freshwater dip is a standard part of the acclimation and quarantine process at most public aquariums throughout the world, and is an effective procedure that can reduce or eliminate many external parasites, including Cryptocaryon. The reason that freshwater dips are so successful is that the parasites simply cannot make the osmotic "stretch" to freshwater as well as the fish can.-
I've done fishwater dips many times and I've never had a problem. Most of the time the fish just hangs out and barely moves. Sometimes they swim around like normal. Sometimes they freak out (like my powder blue did, but he was okay afterwards). Just use your judgment and if you think something's wrong, then take him out and just put him in your main tank.
Do you have a QT? Are you doing the dip after you get them from the store and before you're adding them to your main tank?