DH and I usually do unless we get a late start. We were last there in January, and we did take a break most days. Some days we didn't go all the way back to our resort. We just had lunch at a nearby resort instead of in the parks. Those restaurants are usually quieter, and you can get a sit-down meal a little cheaper.
Of course, the week we were there last, it was freezing. Taking a break when you're cold is as important as when it's hot because it's nice to get really and truely warm.