Yes, all the time. Sometimes it's people who I have actually met once or twice [say at a concert, for example] and we exchange e-mail addresses and then eventually home addresses... One girl that I wrote to all of last year became like my diary. We'd never even had a phone conversation or socialised together in real life. It was really cool.
One time I just filled 10 envelopes with glitter and a peice of paper saying you are beautiful and sent them off to ten random addresses. I didn't write my name or return address or anything. I'm sure one envelope made at least one person happy. :)