I do, but not every time, and not the whole garment. If there is a tricky bit that the instructions are not clear on, or if the technique suggested doesn't give the finish I want, I will certainly toile that bit.
Case in point was my last make. The placket instructions gave me such a poor, bulky finish that I just grabbed a bit of scrap fabric, and tried my own technique on just that bit. It worked very nicely, and I have a non-bulky placket now, and I didn't have to negotiate stupid hand turned hems:) Some would say that an overlocked finish is a cheat, but I say, if it's good enough for RTW, it's good enough for me:)
Jessie