Normally I do. I have the players provide their own but for the monsters I use the colored glass beads you can find in hobby stores. Since I tend to buy the most books for the group I don't have the budget to buy the minis.
In my current campaign I've decided to minimize mini and battlemat useage as much as possible. I've found that using them tends to turn a role-playing game into a miniatures wargame. I'm trying to emphasize the role-playing aspect of this campaign.
Personally I use my old collection of minis (largely metal with some GW plastics) going back to the old days when I started OD&D and miniatures gaming.
Not likely I'll ever buy the WotC minis due to size and cost issues (and I like to paint my own!)
plastic minis from various old AD&D boxed sets
plastic minis from GW that were sold in boxes
plastic minis from HeroQuest
old metal TSR minis from the 80's
some new reaper minis
various old Reaper and Ral Partha minis
Claudio Poza's Counters
Dragon Scale Counters
Almost all of this was picked up from ebay, discount bins in gamestores, and I think none were bought at retail prices, becuase "I don't like minis." (unless they are cheap, apparently).
I've got a mix of miniatures and counters, including Dragonscale Counters, Fiery Dragon Counters, homemade counters, old lead minis, pewter minis, plastic minis, new WOTC plastic minis, random figures from games, and Lego minifigures.
We use mainly Reaper figs to represent the PCs, and a ton of Warhammer Fantasy, 40K, Chronopia, Warzone and old Heroquest minis as well as a healthy chunk of the new WotC minis for everything else.
I have a metal miniature collection that I've been building for 25 years. It is extensive, to say the least. Still, I've begun to work in D&D miniatures to fill in some of the gaps and to fill out the armies of orcs, goblins, humans, I need for mass battles. I used to use pennies and counters to represent the armies, but now I have figures that at least pass for what they are supposed to be ... and i got them dirt cheap.