Yep, I secondary, too. A Hefeweizen has a lot of different flavors going on and I like the bulk conditioning aspect of a secondary. It won't clear (at normal temps) or lose any flavor in a couple of weeks, anyways.
Like hb_99, I think clarity/cloudiness in a Hefe is a non-factor, as well. Most Hefe's you buy at the store pour clear and you have to swirl the yeast into them and they taste okay to me. When I drink my young, they're usually a little cloudy. After a couple of weeks in the fridge, they're clear. I drink them.