I do, at least I am able to do when I’m shooting tethered with my CameraControl 4.1 script. Every image goes onto the flash memory card in the camera *and* onto the hard disk of the attached PC.
That matters to me when I’m doing a critical shoot. To me a critical shoot means one of my wife or my kids, capturing moments near to my heart which may never be exactly replicated. Particularly true with a 4 month old baby! It’s amazing how every week he is do different – so no going back and saying “I’ll take that picture again next week”, coz it won’t be the same will it?
Not that I have ever had a memory card fail in any of my DSLRs (D40 or D300), but I have had them fail either technically or due to operator error and lost shots I’m sad about. There is only one chance at a “first time” for something particularly with kids.
So if I shoot tethered, with a tiny Fujitsu Lifebook perhaps in a backpack if I’m moving about and a cable into the camera then I’m sure I have two copies of everything.
Of course I could get a D3 instead with two card slots which I believe allows shots to be written to both, but wouldn’t that be overkill?