I do but really only resort to it on long flights, usually in what feels like the reverse way I see most people wearing it so it holds my chin more than the back of my neck
I travel with one that I bought years ago at EWR. It's quite bulky, but I find it nice to have for longer flights. I don't use it just around my neck, sometimes I like using it for some back support.
I'm interested in one that can pack down smaller. Maybe one of those inflatable ones?