Never, even when I misclick or forget to move a unit. Stupid s**t and idiotic mistakes happen in our government and military all the time - it's the human factor. Besides, it helps even the game. The AI can't properly manage combined arms, but it doesn't "forget" or misclick - I can launch a wicked armored assault backed by artillery, air support, and naval gunfire, concentrated on strategic resources, but I often overlook something or make a dumb mistake.
Besides, there's nothing better than royally screwing-up (like misclicking on the diplomacy screen and inadvertently starting a war with a more powerful neighbor) and then pulling it out at the end.