Yes, I have a horrible habit of it. I usually don't hum them, because I've been told my humming can sound like "eh-YUUUN" or something.
I usually sing my current "obsession" band(a band of which their CD is the only one I play). But sometimes I sing other stuff, like anime songs. I do it mostly in gym(during warm-ups) because the other girls are being morons, screaming "One! Two! THREE!" I'll also do it while reading manga(today I did it for three hours).
(Current song: "Love Song" by Korn)