I used to, but stopped. I grew to prefer the full dynamic control I got without it. Although I miss the boost in sustain, I get that (and compression) from overdrive anyway, so I was finding value only when playing clean and opted to try for better control of the dynamics (read "be less spastic") instead.

One other reason why I stopped using it was basically emulating the rigs of professionals. Almost none of those I've checked out use compressors in their live set up. Maybe it's more of a studio thing.

I'm not looking at specific artist's set ups, just artists in general in any genre; none of them seem to use compressors. Go figure.