I do, at least I am able to do when I’m shooting tethered with my CameraControl 4.1 script. Every image goes onto the flash memory card in the camera *and* onto the hard disk of the attached PC.
That matters to me when I’m doing a critical shoot. To me a critical shoot means one of my wife or my kids, capturing moments near to my heart which may never be exactly replicated. Particularly true with a 4 month old baby! It’s amazing how every week he is do different – so no going back and saying “I’ll take that picture again next week”, coz it won’t be the same will it?