This is a rule that should always be followed, not only for sites tailored for mobile browsers, but also for desktop computer. The problem is that we got used to the idea that modern browsers handle almost anything decently and will prompt users to install a plug-in or to save the content for later use.
Unfortunately mobile devices are not always as powerful and featureful as desktop computers. It in the nature of a device that must fit in your pocket.
Always make sure to check that the content you are delivering is supported by the remote device. In the HttpParameters page you can read more about user agents and most of all about accepted formats.
There is no official technique on how to achieve this. Techniques will be bound to your own framework, but you should find all the needed information to achieve this goal. If you don't provide an appropriate format users will most likely see an error message such as Content Not Supported and will not be able to get around it.