Never. Have done many various configuration stall recoveries in the simulator, however. Some pilots have to do 85/15 rides, which means 15% of their training is done in the actual aircraft. In that case, they would actually stall the aircraft.
Doing the stalls really is a non-event if it is handled correctly. I usually managed to keep from losing any altitude by just pushing the nose down about 5 degrees (but still maintaining positive pitch) and adding power smoothly just below max. The PNF will then tweak for maximum continuous power.
Basically it goes like this:
Pitch up to 10 degrees.
Airspeed bleeds off, maintain directional control and wings level.
At stick shaker activation, call "max power" or "max power, flaps 7/20" should you be in the landing configuration. Lower the nose about 5 degrees, and advance the power levers to an arms length.
Maintain the pitch attitude to clear the shaker. If the shaker is continuous, reduce pitch more.
Once a positive rate of climb is established, call for gear up. Once above flap retraction speed, call for flaps up.
You don't want to drop the nose a lot, because you'll lose a LOT of altitude. Also, you don't want the stick pusher to activate. It's a delicate balance between the two.