I do. It all depends on what you're capping, etc. As Yokedup said, if it doesn't taste bad, I often just mix it in something and wash it down. Some powders you can just put in a bowl or tupperware container and press the open half of the cap into the powder and it will pack in there and stay, and you can cap without a machine this way,....but it doesn't always work. A capsule machine makes things easier...get one with at least 100 pills, IMO because it isn't worth doing batches smaller than that in most cases.
I have a 00 machine...been thinking of getting 000...when you start learning you can only fit so much in a pill, you realize that some herbs and things that have 3-5 g doses means you have to swallow a lot of pills, and that means 100 caps won't last long, which means...more capping.
I started with a 000 because of the quantity I wanted to pack in each cap; was a bit worried about the size of them but if you buy decent quality capsules then they glide down just as easy as anything else.
I have the 00 Cap-m-quick that I rarely use. Once this year for Alpha-GPC for convenience as it tastes good and I squeeze 300mg in each. I am capping agmatine this week due to its bitterness. I think I can fit about 2/3rds of a gram so that is spot on for me.