Of course! The game would lose it's spark if I didn't... though I only do it to a certain degree. I tend to roleplay certain scenarios, not necessarily just live out the character's life. Rather than go on a killing rampage, I imagine a whole world in which I'm a serial killer in the middle of a murders - it could involve stalking, car chases, tennis matches, a wrong look, idk lol. I listen to whatever good music is on, or what fits the atmosphere. I'm so stoked to have Self Radio on GTA V for the PC. I love adding good music to the game.
Role-playing online can be really cool. I have a few friends I play with on PS3 and PS4 for missions and heists. Always take a tactical approach. It's awesome. I hope I can find something similar on the PC.