Yes, I usually do. Except last year I sorta cheated and just wore my pj's.
I was thinking of trying to dress up as Cindy Lou Who from the Grinch (the original cartoon, not the Jim Carrey movie), but I'm procrastinating and it may not happen this year. I have a back up costume that I bought year before last and I can't even remember what it's called, but it's like an old fashioned dress, sorta goth like I guess.