I do. For the most part, because it's cheaper, but a lot of that depends on how many re-loads you can get out of your brass. Though it seems expensive, once you price out a "per unit" cost, then go look at a commercial ammo, it's way cheaper. I was loading 45 Colt for about 23 Cents a round. Commercially, it averaged around a dollar or more. The bullet itself is the most costly, recurring part of the whole thing. My 22-250 is about $.40 a round, again, over a dollar commercially.
I also get more accurate ammo. I control every aspect. I weigh each component using digital and triple beam scales, and use digital calipers for measurements. I can produce a complete cartridge that weighs within 1/2 of a grain total of the others. That means consistency. I've disassembled high dollar factory ammo and found huge discrepancies in everything from bullet weight, to powder charges and wound up loading them with my own stuff. Plus, I can speed them up or slow them down, depending on what that particular gun likes. I can change bullet weights/types etc. Again, I control every aspect. I have loads that group under a 1/2" at 100 yards, a 1/2" at 200. With a proper scope of course.
And I find it to be very relaxing.