I do, but this thread is making me think I should get a better one. I just used one from around the house. I have my PC plugged into an expensive sort. We almost never get lightning around here but it could still happen!
My iron is a Panasonic cordless, so when I'm done using it, I leave it off of the charging base and set it on a silicone pad I keep in my little ironing cart. That way there's no heating elements hooked up to any power and there's no way it's been left "on". (It does have auto-shut off too)