With my HT system: never.
With my bedroom/2-channel system, occasionally. I find the sound of my HD598s to be really pleasing (and they sound great connected to my integrated amp), but I still prefer listening to the speaker/sub combo.
Headphones for me are worn mostly while in the gym, and are of the in-ear variety. Currently rotating some beater JVCs that sound like crap, and my MartinLogan Mikros 70s.
ht Panasonic 60" ZT60, Monitor Audio: Silver RX6, RX Centre, Radius 90HD; Martinlogan Dynamo 700, Marantz SR5006, PS3, Oppo BDP-103D
2ch Sony KDL-32W650A, Sony BDP-S1000ES, Marantz PM8004, JVC T-X3 tuner, Monitor Audio Silver RX1, REL T3, Apple TV, Peachtree Audio DAC•iT, Sennheiser HD598
lr Panasonic 50" ST60, Sony BDP-S5100, Apple TV
pc Energy CB-5, Audioengine D1, FiiO A1