I've done it before, though quite rarely. Depends on the content, how much I enjoy the game, whether I will enjoy the DLC or whatever.

I'll probably pick up the BioShock DLC sometime, because I really enjoyed that game. I've got all the Skyrim DLCs minus Dragonborn (on PC which I uh, got illegitimately which I justify by the fact I bought the bastard on PS3 and it is only now getting DLC). But I'll pick them all up for PS3 anyway. Other then that I can't remember any DLC I have bought. My brother has bought the Fallout NV DLC, haven't tried it yet.

Bought plenty of expansion packs though.