I haven't, but this question gets asked periodically. Use the search function, type in "exhaust wrap" and you should see quite a few comments. If you have already done that, then I'm sure you will get some replies soon.
... Posted a question and was told that the headers are usually rust free and that wrapping is unneeded.
And when has the word unnecessary ever stopped us from doing something?
I think they OFFICIALLY do look cool.