I asked this very same question last season. I'll post it here at the bottom. I've had some say don't bother. But mine also grow in tall grass and you don't know what is happening down there. I cut blue 3/4inch insulation foam into 1 ft squares and placed them under the pumpkins. Keeps them out of continual moisture and possible rot or pests. It also keeps them cleaner. A great idea someone had was to pile a small mound of sand under pumpkin to keep it off the ground. I can't get something under every one but I make a special effort for the really nice looking ones.

Here is a link that might be useful: Placing something under pumpkins