Yeah all the time. I'd prefer not to but it became a habit for a few reasons. One is that I used to play in the dark so as to practise being able to hit any part of the kit without needing to see it (muscle memory). Another is that when you're trying to hear your playing as you play (not just physically feel your playing) it can help with concentration here. Also on stage quite often bright flashing lights can be really distracting and jarring with your rhythm. And finally, just sometimes you need to 'center' yourself like if you've had a bad start to a gig or are not feeling quite settled yet.
Ideal lights would be something not too bleachingly bright and with little change. Really bright lights tend to ruin a gig for me. Strobes are fine for really energetic pieces of course. I can see why miles Davis experimented with different lighting during the recording of Kind of Blue. It can have a huge affect on playing and mood.