At least one hatchery, McMurray, offers a Cocci vaccination. It does not protect against all strains of the protozoa that causes Cocci, but it offers protection against some of them. I personally do not get the chicks vaccinated and I do not feed medicated feed. I feed them some dirt from the run while they are very young and better able to develop the immunities they need. By keeping the brooder pretty dry, I can manage the Cocci so they develop that immunity instead of get sick. In my opinion, there is nothing wrong with feeding the chicks the medicated feed since they can still develop the immunity, but unless they have been exposed to the protozoa that causes Cocci, it does no good.
Before I got my first chicks, I called my county extension agent who connected me with a man who raises chickens, teaches about chicken diseases at the state University, and is on the response team when a chicken disease outbreak occurs in this region. We discussed how I planned to manage my chickens (A closed flock. No shows or chicken swaps. Only introduce new chickens by hatching my eggs or getting chicks from a known hatchery. No new adult chickens) We discussed the history of different diseases in this area. There had only been one reported case of Marek's in this county in the previous two years. With this information, I elected to not have the chicks vaccinated.
Should you vaccine your chicks against Marek's? I don't know the conditions in your area. If Marek's is prevalent in your area, yes you should. If you have a history of Marek's in your flock, yes you should. If you are going to show your chickens and mix them with others where they are likely to be exposed, I probably would. But it is a personal decision depending in your local conditions, how you plan to manage them, and your risk tolerance. Or you can just get them vaccinated and not worry about it. It does not hurt them. But I cannot decide for you.