I do!
For as much as I like collecting and saying I have xx's auto, I also enjoy showing it off and getting comments/criticism.
http://billshofautographs.weebly.com/
Only a small handful of my friends/relatives know I collect, so I like to reach out to the community. That being said, it's imperative to have collector's insurance, and meet all requirements set forth by the fine print. I have my collection split up, in separate locations/properties, and well protected.
I think if you are talking valuations of hundreds of thousands of dollars or more, then it might be a different story. But I really enjoy the community, working together with others to build collections, maybe buy lots with others to split up who we need, and essentially praise each other's pickups.....