Not very often, but I have before.
I don't think I ever did alone, by myself, though.
Come to think of it, I've had fires and slept at the beach, as well.
...or at least tried to sleep...sleeping arrangements were too uncomfortable for me that night, so I just sat on the beach, watched Mackinac Bridge, and prayed.
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I'll brave the storm to come, for it surely looks like rain...