I do it plenty. When I'm working on an idea, speaking some of the thoughts out loud helps me to add some degree of definition, in the same way that writing things down does. (Plus I like to keep my vocal chords limber throughout the day, so that if my first shared conversation happens later on I don't sound like I just woke up!)

"You will always have to live with yourself, and it is to your best interest to see that you have good company — a clean, pure, straight, honest, upright, generous, magnanimous, companion." ~Orison Swett Marden

To which if it's not already implied I would add "who provides good conversation."

I try to be careful about it when in mixed company though. I used to share an office with a colleague who did it frequently in a tone which did not make it quite clear whether she was looking for me to comment, but whenever I asked she would apologize and tell me she was just thinking out loud. Having to try to figure out each time whether I was supposed to be listening was really distracting.