Not.
I think the wet toothbrush is a carry over from when tooth powders and baking soda were used: Wet the brush, dip in the powder so that the powder adheres to the brush.
I don't wet the brush because it breaks down the toothpaste faster, so it is not as effective at polishing your teeth.
FYI: The ADA Web site does not mention anything about wetting the toothbrush in their FAQ on how to brush.