It should always be done. Whats the point of warm gin? Or vodka for that matter, if you're a vodka drinker. Frozen gin means that you aren't warming up that tonic water you've gone to the bother of refridgerating and in fact lowers the overall tempreture of the drink. I don't bother freezing the glass because that leads to frost and frozen fingertips.
Ice is the worst enemy of a good gin and tonic no matter what the proles do or what sniffy barmen say. Its used because most people don't keep the ingredients cold and they need to cool the drink with the ice. So the ice melts, waters down the drink and pretty near instantly kills all of the fizz out of the tonic. Adding lemon, lime or cucumber slices or having a bad glass does that too, but not nearly as fast. As for rubbing the lime slice round the rim of the glass, thats only done to disguise the taste in bars where the tonic water comes out of a gun and is so piss poor that it might as well be soda with saccarine in it.