I do IF I want to have it as a flavoring agent such as- I use olive oil if I'm doing a quick pasta tossed with a quick saute of fresh tomato,basil garlic sauteed in olive oil toss to coat pasta after the garlic and tomato have softened a bit then add a good bit of parmesan and eat! The same holds true if you want to use butter as a flavoring for a quick saute of whatever.
With a good well cared for non stick pan it can sometime make the food more likely to stick if you do use oils! Go figure. With that said, sometime I spray meat(not the pan!) before putting into a hot pan to help it brown easier, this doesn't add any significant additional fat to your recipe and i find worked well. Hope this is what you wanted to know