Aboslutely! You must see new fresh grease coming out from around all 4 seals for each u-joint. It's the only way to flush out the old dried out grease and any contaminants. With the advent of "sealed for life" components, it seems most mechanics are clueless on how to properly lube u-joints when faced with a grease fitting. When I fist started working on cars nearly every garage had a lube bay.

Sometimes it's difficult to get new grease to come out from around all 4 seals, it just want's to come out around 2 or 3 of them. If that happens one the yoke opposite the one where the grease isn't coming out, if it a few light taps with a hammer, preferably brass, but a regular ball peen hammer is ok since you're not hitting it hard. This will cause the u-joint to shift slightly in the cups towards the hammer blows and then grease will come out from the other side when you pump it in.
Then just take your finger and run it around the seals to reseat any that may have popped loose, though they rarely do, as greasble u-joints are designed to be greased that way.

Then move on to the next u-joint.

4 fittings on the front propshaft, 1 on each u-joint and 1 on the slip joint, though the slip joint fitting may have a threaded plug installed instead. If it does you'll need to get one to put in when you grease it, then remove and put the plug back in because of close clearance with the cats. Alternatively, you can install a flush fitting, which is what I did. But that takes a different end on the grease gun.

The service interval is every 5,000 miles for normal use, but I do mine every 3,000 miles (every oil change), along with my tie rod ends as I'm under there anyway and it's easier to remember. So I just have a "lube day".

Here's a photo of a u-joint showing where I mean about tapping. I don't have a photo handy of one installed in the propshaft, but you should get the idea.

Edit - I took a couple photos of an extra rebuilt propshaft I have on the shelf.
I also pointed to how I do alignment marks when rebuilding one.
I added a photo of the flush zerk on the slip joint.

 

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What a u-joint looks like installed with teh grease fitting looking you straight in the face.
And like AntiChrist said, grease them at EVERY oil change and after every time you drive through axle deep water.