I do a bit sometimes. Got a really cheap Honer blues set. Gotta upgrade now, but for the start they were ok.
I mostly do it Bob Dylan style and play those folky solo parts when playing acoustic and singing. Dylan style playing really is easy as heck, anyone with a bit of musical feel can learn to play that style in a matter of a few minutes really. The basics that is of course, there is a lot of nuance even in Dylans playing and much more in general playing.
I heard a blues player say if you wanne play a fine harmonica, play slow. Truth there if you ask me. My favorite harmonica part ever is at the end of "Girl from the North Country" by Dylan. The song generally hits home with me and then comes this simple harmonica part with that painfully drawn out screaming note which just takes me and does not let me go.
I really dig harmonica for playing improv to myself and others, itīs just so easy to wip it out and do something which sounds good.
Really getting into folky stuff more and more (real folk to pop folk, so Dylan to Bon Iver). Gives me room to play electric and mostly explore acoustic intruments.
Would love to do some kind of small acoustic combo, 3 or 4 people, all multi instrumental and singing. Could be hella fun for me.
Btw, the Honer Marine Band are just the nices Harmonicas I have ever played, good choice. I am gonna get me a set for X-mas I think =)