I would say yes unless your going to cook at a low temp (300C or less). Ribs tend to take a while to cook unless you've seperated them, so your dry rub would end up burning on you. Either cook your ribs before application or cook at lower temperatures.
It depends strongly what's in your rub. If you do a low to no sugar rub (assuming no tomatoe products also), you can rub before hand.
Some sugars are slower to burn on you as well. Turbinado for example. It will still burn, just not as fast.
Ribs cooked low and slow with indirect heat are better in my opinion than those cooked quickly.
I've seen a style of dry ribs that are cooked over the grill then seasoned heavily with a dry rub for serving. It was on a cooking program so I couldn't taste them, but it looked like it would be harsh tasting. The rub needs some time and heat to do it's best work is my experience.