Hmm if they are a highly respected detailing service with great reviews then I see no problem with getting your car done with them. However, I do not recommend them doing it at the dealership. I think you should have them do it at your house so that you can watch what they do with your vehicle.
As for getting a detail when you receive the car: Yes, you should get it detailed. But not a full all out paint detail. I recommend Wash, clay bar, sealant and then wax on the vehicle. Other than that you are set in protecting your paint.
As for interior: a conditioner(Chemical guys leather conditioner(leaves matte finish)) and UV protectant (303 aerospace(leaves oem matte finish) on the dash would finish it.
You can do all of this work yourself but it will just take some labor, time and money. But then again you would have all the products for when you wash ur car again. If you do plan on doing it yourself and need advice on what products to get or just in general how to do everything let me know i will be glad to help. It is always great to help those who want to detail their own cars.