It is in your interest to do so in case you need to prove a source after it has changed or moved. This also applies to Emails, Usenet postings etc. You must obtain a sender's permission to quote an electronic message, especially if you quote their email address. Otherwise, you risk breaking both Data Protection and Copyright regulations.
Many documents appear in several places on the Internet.
Only cite those you have actually accessed, including the date of your last access. If there is a choice then choose the one likely to be the most stable and long-lasting. Electronic sources rarely have a consistent formatting or page numbering scheme. Try to be as specific as possible if quoting from a lengthy resource. Many Web documents do give an author.