Depends - myself I would pillar or at least just glass em in. McMillians are darn good but everyone I know of that shoots for accuracy has their's bedded in one way or another. Just glass or pillar. I don't know if one of those 2 is better but I haven't heard of a proper bedding job hurting things.

I have ordered two barreled actions (NIB), Sako Left Hand AV action, and two McM. stocks in Sako classic. I was wondering how to best attached the two. Should I just screw on the stocks, and shoot; or should I have them glass bedded and/or pillar bedded? Any help would be appreciated.
Don

Good points. I'd add that if you've gone to the trouble of buying such fine components to build a rifle, I would definitely go ahead and glass bed the actions. You might as well give yourself ever advantage. I've yet to see very many stocks, synthetic or otherwise, that didn't benefit from bedding.