No, I never do that. I'm the type of person who likes being warm at night, even if it's in the summer and it's boiling hot. Also, the blankets make me feel safe for some reason. XD;
However, I find that I throw my pillows off my bed all the time since I don't really rest my head on them. I just... hug them, and eventually I let go in the middle of the night and kick them off.