I do, but only because I only drive to/from races, and road trip. I drive sometimes on Thanksgiving, but it's not worth the work (brake swap, etc.) for the amount of driving I just won't do. Also, save a ton on insurance that way.
I always have winter tires on the car in case of an emergency. Except this winter, when I had no car, then the replacement came with fancy brakes that my winter wheels didn't clear. Oops.
Everything I've read/heard says it's quite a nice drive if you've got the right tires and such. Lots of 'em get run ice racing.