I voted yes, but the real answer is "sometimes" (and, frankly, not that often).
I keep journals for my favourite types of games: Long (or longish) running campaigns with significant arc stories and invested characters. It doesn't hurt if the game or GM provide some sort of incentive for journal-keeping; that's often the tiny bit of motivational difference between "something I really feel I should do" and "something I actually do." (When GMing, I always offer an incentive to players who keep journals or do equivalent activities, like updating the campaign wiki.)
Unfortunately, these days I rarely play in these types of campaigns, so I haven't been keeping any journals lately.