Blasting ammo and such... no. Most of my pistol cartridges, no, because the majority of them are not near max data. I also use powders that are not necessarily sensitive to primers... like Unique and IMR4227 (although there are many that say IMR4227 needs a Magnum primer, I am not one of those.)
Rifle cartridges loaded for accuracy... yes. Back Home, Years Ago, I never paid much attention to the primer... a primer was a primer. I had settled on CCI, anyway, as my primary stash, but these days you have to run what you can find. It wasn't until recently that a few of my test loads showed minor to significant accuracy and POI changes... based almost completely on the primer used, so now I know I may have to rework the load slightly with a different primer.