I do. If it's a nicer slip or steel book, I'll usually purchase it, even if it's more expensive.
Actually, I think the only "exclusive" slip cover Blu-Rays I've purchased are the Best Buy exclusive Game of Thrones house sigils.
As for steel books, I picked them up occasionally in the past, it's only recently that I've made the concerted effort to get the steel book version.
Current steel book collection (all Blu-Ray):
-The Hurt Locker (first Blu-Ray steel book I purchased...strangely enough, the steel book was DVD case sized)
-Batman Begins
-The Dark Knight
-The Dark Knight Rises
-Wrath of the Titans
-Transformers: Age of Extinction
-The Hunger Games
-Catching Fire
-Mockingjay Part 2 (missing Mockingjay Part 1 in steel, and that really irks me)
-Django Unchained (first exclusive Target release, not the re-issued wide release)
-The Hateful Eight
-Mission Impossible: Rogue Nation
-Elysium
-Interstellar
-Rise of the Planet of the Apes
-American Sniper
-Big Hero 6
-Thor: The Dark World
-Ant-Man
-Star Wars: The Force Awakens
I may have a few more, that's all I can remember off the top of my head.
Purchased the Target exclusive Creed steel book, but returned it after I decided to "cut down" on blind buying movies...I regret returning it.
Currently have 13 Hours, Batman v Superman, and Deadpool on pre-order for steel books. debating on whether or not to get 10 Cloverfield Lane (blind buy).
Kind of ticked that The Revenant didn't get the steel book treatment in the U.S.
The Revenant | Steelbook
It's a sickness...but I'm getting better! At least I'm not importing steels from overseas...yet.