If the casino offers them for free, why wouldn't I? I always play with the free cash I get, mostly faucets or referral commissions.. I think it's also more fun if you do, because you have the chance to win something by risking nothing. I won hundreds of bucks from free satoshis, and even if it took me months, it was fun especially because the community was nice.

I do not know how bonuses works with bitcoin gambling sites but with fiat gambling sites sometimes you have to be careful when activating their deposit bonus. You should read the terms of the site because some of them lock for money until you have made 3 times the size of your deposit before they will allow you to withdraw your money and the bonus. It is a very scheming way of making you stay at their site.