Yes, a lot of people like to use them to get around the blocked pages at their jobs! LOL I know where I used to work that Facebook was blocked at first until they decided they wanted members to use Facebook to help the company...I don't remember really why they thought it was best to change their minds. YouTube was also blocked which made me mad when I wanted to see a solution to a problem I was having with Microsoft Word.
I remember when corporate filtering first came into force and some of the unexpected twists that created. I remember the first time there was an almighty fight between one of the heads of department and the team that managed the mail server, because his people had worked until nearly midnight to prepare material for an office in Asia only to find the mail wouldn't let them send a picture because it might be pornographic. So they then had to take the pictures out of the document but leave spaces, send the pictures using someone's personal email address, and send the whole lot to the Asian IT department so they could put it back together again before the material was needed.
Then there was the time one of the guys in my team showed me an error message. His browser clearly showed the message "sites of type -sex- are not allowed". The site he was trying to get to was the Financial Times. I really struggle to think of a publication less erotic than the Financial Times.
The curious thing was that despite all this, there were still some pretty curious lapses. This was back in the days when it was common to see all sorts of domains based on mistypes of well known sites (goggle.com, yahhoo.com etc) pointed to porn sites. One of the guys mistyped a legitimate domain and the filters failed completely, leaving him with a screen full of rather dubious pictures.