Not really, though I often play out master games from the beginning after (hopefully) reading some text that puts the game in some unusual or important context. It's good to understand a little of what motivates each side.
Do you ever play with someone else's?
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Sure when I don't quite understand why something else wont work. For example this position, optically, is dead lost for white, it's amazing that in reality it's a draw. So I played it out a few times trying different things. (If it looks interesting I posted the full game in the endgame forum with Bronstein's annotations after this position to the end).
Obviously playing off of my previous thread "Do you ever play with yourself?" I was wondering if anyone ever picks up in the middle of a master game(Or any other game) when the position is equal and play it out? Maybe even when the position is not equal.