Prepreg is always vacuum bagged. Wet lay can be bagged or not. However, if you bag a wet layup it will improve the resin flow and will better ensure that there are no voids (assuming you used enough resin).
"The three ingredients necessary for cure are heat, pressure, and vacuum. All three are mandatory for prepreg layups; only heat is required for wet layups,
but pressure and vacuum always result in a better laminate."
this is from the following:
http://composite.about.com/od/aboutcompositesplastics/l/aa000109.htm
