Once. My gnome wizard tried to cast a fireball, and it was counterspelled by the villain. Then, we found out that since we'd been stripped of our possessions, I couldn't cast fireball (here is what happens when you're tired). So, we've replayed the scene, and in fact, we've never used counterspell.
To put it simply, it's too hard to counterspell. Without special feats or houserules, IIRC, you have to recognize the spell being cast, to have an initiative greater or equal to your opponent, to ready an action for counterspelling, and to have the same spell as your enemy ready. When you've got Lightning Bolt and you suspect your opponent may too, you usually try to fry him before he fry you than to counterspell his attempt.