I definitely do, and have done so to many different types of events. Mostly it is a total rush to look at other folks and know there's no way for them to know. But(t) more specifically, I've found that it can make any car trip last forever (in a good way), shock your girlfriend when you finally tell her you were stuffed during your first date, make nearly any outdoor activity less boring (e.g. shopping, washing the car), adds a thrill to your local sex toy shopping trip.
Twice, when I knew I was going to get fisted that evening, I did a thorough enema and then had a plug in me when I arrived - pre-stretching let me get a quick start on things.
My most outrageous example was while flying on a plane - I'd purchased a small string of jelly beads (marble-sized), in the bag under my feet. By chance, the couple sitting next to me both fell asleep... I reached into my bag, opened a chapstik and lubed it single-handed before bringing my hand out. Then I slowly reached around and put my hand down the back of my pants & underwear, and actually inserted them still sitting in my seat. (How can you not smile thinking of doing something that friggin' outrageous? I can't!) ;D