You should. Or should do something like it.
When you produce documents to an opponent it is nice to be able to demonstrate which documents you turned over. “In response to RFP #4 Plaintiff produces documents 0023 – 0045.”
By marking each document (or photograph) with a unique number you will be able to demonstrate what you have produced. Numbering documents also helps you remember months later what you previously produced so that you do not have to worry whether you inadvertently failed to produce something you were supposed to produce.
Use of a numbering system also helps you better identify documents which you are withholding on the basis of privilege or work product.
You can also use this system to keep up with what documents you have given to your consultant or expert.
Finally, numbering documents also gives you a handy way of referring to them on the record at depositions.
Numbers can be applied manually through the use of a mechanical or electronic stamp, on labels produced by a printer, or electronically.
See samples of stampind devices here. For an example of software that will stamp identifying information onto a PDF document look here.
I am reminded of the value of Bates-stamping given my experience over the past week. I have gotten involved in two cases previously handled by other lawyers. I am having difficulty determining what was produced by my new clients and what was not and what was received in response to Rule 34 requests by my clients from what source.