Yes, I do for as long as I could remember.
When I was in grade school, I always had a Goosebumps or Fear Street book in my stroller or backpack. During high school and college as well - but mostly a variation of Young Adult books (in addition to my already heavy school books). Post-college and until now, I'm still carrying one (albeit a slightly thin language textbook) even during the days when I don't have classes. It's a staple in my bag. Having a book with me at all times definitely keeps me from being bored during long waiting hours.
Now that I'm finally a proud owner of a tablet - a Samsung Galaxy Note 10.1 specifically - I might ditch the books for an e-book.