I always do when drying my hair because I just get SO hot if I don't. I have used it some on low during winter. We have central air but some people don't know what a comfortable temp. is so I've been turning mine on low at night so I can sleep. Otherwise I lie there uncomfortable or wake up sweating and then I have to change my clothes, and my hair feels gross, and I just get irritated.
I usually have my fan on year round because i live in a area where it's 90 degrees almost 80% of the year. I'm very heat sensitive as well, and it causes me to sweat a lot at night unless the AC is set between 72-68 degrees.
I live in FL so it doesnt usually get cold consistently enough to stop using it. There are days when I don't keep it on, and I try to turn it off when I leave the room, but it's on and off all year round.