Yes, when playing Pokémon Yellow once..... I used Jolteon as my primary Electric type instead :3 It was much better, but I felt a bit bad leaving Pikachu in the PC... and empty, as nobody was following me arond!
In other games, no actually not. I feel sort of obliged to keep it on my team XD They are usually among the strongest and easiest to raise pokémon you meet in-game, so why not keep it?