Most of the time, no. Nowadays I check if the movie I'm watching in the theater has an end-credits scene; if it does I stay, if not I'm out.
There have been plenty of times though that I sat through the end credits because either the music was great, or I was still emotionally wrapped up in the movie to move. "The Master" is a good example of both, I sat through the credits all 3 times I saw it in the theater.
Watching movies at home I'll rarely watch the entire credits.
"The Simpsons" though, I will always watch the end credits of any episode I (re-)watch. Shh!