Although I thought my MWs did a good newborn exam, I still wanted DS seen by a ped pretty immediately after birth. I had him on a Friday and I think we went on Monday.
IMO, it's a good idea to have them checked over, just in case there's anything amiss that you might not see. Heart defects are pretty common, for instance, and it's very possible that MW might never have encountered a baby with one. I do think many MWs can and do catch things, but let's face it, it isn't their specialty.
I may be biased because I have two kids with health problems.