I would definatly recommend QT'ing wrasses in PARTICULAR. None are born inland and are therefore not guaranteed to be free of pests and parasites. As a matter of fact I have had two people I trust tell me that there are high probabilities on wrasse(s) coming in to have parasites. Usually they dont always immediatly die from the parasite but rather later after everything seems to be just fine and dandy. Either way on top of the parasite issues they are very prone to being stressed to death from my understanding, be gentle, take it slow, give them less light during QT as to not stress them throwing them under intense lighting after they have been in a box in a bag without light for possibly up to two days or more in some cases..... I have lost two leopards, first I did not QT, it died at about 4-6 months a solo death with no other indicators of the other fish (he had a red belly from time to time) for which now I attribute his death to an enduring parasite. The other female leopard I had added a few days after seemed to not make it through the first two nights, day two swimming but doing a little of the topsy-turvy after acclimation. Day two rolled around and I never saw it again. Dont feel bad, expect the worst; especially with this species unfortunatly.
If you want your best shots:
A - if you cant keep corals yet dont bother trying a wrasse (you need super stable parameters)
B - QT and treat with an anti parasite med (the fish store) can probably recommend one (prazi?)
C - Buy a wrasse that has been in someones possession for a bit, most leopards will be fresh off the boat. When they do hit land they instantly go home with someone nearly 9/10.