Unless you've had extensive dental work, I don't think it's necessary.

I've only once requested dental records from a previous dentist, and the next dentist said he could barely read them, so... I would say unless you have something major you know needs dealing with immediately, then don't sweat it.

Yes, I would. If your full mouth series is within the last 3 years, there would be no need for the new DDS to repeat that. It'd be nice to know the age of your current work, things like that.
Plus, there could be an area that your previous DDS has been "watching" and it hasn't changed at all, so s/he hasn't seen the need to do anything with it. Your new DDS might see that and think, "man, that needs attention!" when in reality it's been there for a very long time.

Is there anything I should provide to new dentist?