Upgrade clients when (major) upgrading server?

We have 8.1.3 on our operational and development database servers and
will upgrade to 8.3.3 (development) and 8.2.9 (operations) soon. (We
will not upgrade both systems' databases now because we've already
tested 8.2 on our web server database for the past year, so it's already
spent time in "development.") I have read through the server upgrade
notes, and they seem to be pretty self-explanatory. It's even mentioned
how to upgrade the client. And that's where my questions lie.

The clients on our workstations were installed when our 8.1.3 was
installed, which I was not involved with. When I do "psql --version" on
a client machine, it says "8.0.3". When I do this on the server, I get
"8.1.3".

Do we need to upgrade the clients? Should we? If so to which version?
What is involved with that? That is, other than the note in the
upgrade/installation man pages, is there a set of instructions for
upgrading the client-side software? If we don't have to upgrade now,
when would we have to? Are there any things to watch for I should be
aware of?

Thanks.

Chris