With movies I didn't use to but now that there are no credits when the movie starts I do.
With TV shows I used to but since the credits are always squeezed into a tiny window so the network can show an ad for the show that is going to start as soon as the credits are over I don't bother any more.
One thing I miss is with TV shows and movies dropping opening credits the days of the great theme tune seem to be numbered and that makes me sad:(