Should I install an exhaust fan in a new garage?
I would completely disagree with your builder. Since it is a new garage, I do see merit in the "build it in" approach. There are two important considerations:


how many CFM do you need and what kind of noise level is tolerable? Are you using anything flammable? Water based paints should not be a problem but solvent based paints require special attention. This will drive your fan selection. Of course you want to make sure that the way the fan is turned on is convenient to you. Would you want to have more than one switch? Perhaps a motion detector controller would be even better? Now is the time to choose.
you must have a supply of "make up air".  


How will new fresh air come in to replace the air you vent? Venting will be most effective if you can arrange a cross flow through your work area instead of a short circuit or whatever might happen without a proper design.  

It may be worth it to run a duct just to force the air to flow across. If you wish to get fancy, you could incorporate some degreee of filtering as well.  

This is outside the scope of your question but I always like to make sure a work area is well lighted with plenty of lumens and as little glare as possible. Since you are painting, a good (high) CRI is probably important also.