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I do but I can sometimes forget to turn them on... and off for that matter. In a nutshell my wifes car a mitsu dimante has a feature that when you open the drivers side door the headlights turn off in essense making DTRL I am spoiled by that I guess. I think I have swithed her lights on and off a total of 10 times over the past 4 years or so. The closest thing to it is the Auto headlight position but it dosent work like I want it to.
Not sure about your year. But on mine you can pull the sesor on the dash out, very easy, and there is an adjustment on it for sensitivity. It theory it might adjust to the point where it stays on all the time. One other idea is to just put a piece of black tap over it. if yours is a 97-02 it in mounted right of the middle dash against the windshield. The cover is the dash try and pops out with little effort. Hope this helps.
On my 04 it's in the middle of the dash. And there's a blinking LED inside it that comes on when I turn off the truck (visual theft deterrent I guess, but of course there's no active alarm).