I wouldn't bother with any paint protection before you decontaminate that paint.
At the very least, clay bar the paint to pull out all the dirt from shipping. Also, use a product such as iron-x to pull out all the rail dust.
The first detail once you pick up the car is very important. The paint will be in excellent shape, but there will be all kind of contaminants from the shipping process. Get those contaminants off the paint first, then move on with spoiling your new baby
