Yes, we do. Have done all of our own bookings for about 20 years so far. We do make use of the cruise line's concierge services when we decide to book on a new cruise line in order to better understand the nuances of their booking process, but when it becomes time to book, we always do it ourselves.
Case in point:
When we decided this year to book on a new cruise line, I went over to their CC board, and several posters insisted that I would be better off if I used a TA to book. I tried that with several agencies, and in each case, the booking would have ended up costing me the exact same amount, they could (or would) not book me in the category I requested, and neglected to tell me that the "OBC" they were going to give me for booking with them was the same OBC that the cruise line was going to give me for booking direct.