I do sometimes, I went out this morning and did just over 4 miles in the dark for example. Most of the time I try to run with a group if I have to go out in the dark, and then run by myself at weekends or on the treadmill, which works quite well, but if I can't get to a club run because of work I tend to make it up before work in the dark.
I don't listen to music if it's dark, and I'm getting a good collection of reflective and flashing gear to make sure I'm visible. I try to run where it's well lit, not so much so that I can be seen but so that I can see where I'm putting my feet because some of the roads and footpaths round me are in pretty bad condition. When it's light I have a lovely park near me that I love running round, but I'd never go in there in the dark because there are no lights at all. I tried it once (didn't realise it wasn't lit) and ended up being chased by two dogs who were being taken for a walk. That was my speed session for that week
