You have choices - you can leave the bootloader on there, and use it to help you get the program onto the chip via serial. That's the way the IDE does it for your Arduino, and the bootloader is left in place on the chip ready to load further hex files ongoing. Or you can overwrite the bootloader in the way that Sparkfun tutorial did and program the microcontroller that way. The bootloader way is convenient if you use the IDE as your programming environment, and using the serial interface allows easy comms back to your PC for debugging and other output via FTDI whereas the other way gives you more flash to store your program in as there's no bootloader there taking up space and your program will start without the bootloader's small delay.
Buying bare ATMega chips is typically cheaper than buying them with the bootloader, and there are lots of sketches out there to load a bootloader on the bare uC too.
Here's some more good reading which includes some more background to this:
This one on loading and using the bootloader on a bare uC
And this one on updating a bootloader on another Arduino
Basically, there's no right or wrong way - it really is your choice. HTH