No, unless you feel you can’t trust the merchant in consideration. In that case you should insist on a GIA Diamond Grading Report. However, a good jeweler will show you how to confirm diamond grades without a certificate, as well as have diamonds in stock with GIA Diamond Grading Reports, if you so desire.
AGS reports are just as valid and authentic as GIA reports, for many of the same reasons that make GIA reporting credible. In fact, AGS reports (called Diamond Quality Documents) give more details about the cut grade than GIA reports do.
However, don’t confuse an AGS report with an AGS Member Jeweler. An AGS Member Jeweler does not have power to validate grades on behalf of AGS, or issue an official AGS report.
True AGS reports are rarely used in this area.