I do and I do try to test it in every version that can be tested. I first start with 9, cause that's what I have installed, then I fire up the developer tools to simulate older versions of IE, which covers versions 5.5 to 8, except for, you guessed it, 6. That, I rely on a virtual machine, IETester or browsershots to do the dirty work of testing it. If I don't feel like having the hassle I just squeeze in a few conditional stylesheets.
What's your way of dealing with these browsers?
Oh, and by the way, for everyone's sake, please include a Document Type Declaration at the very beginning of all your Web pages so that every browser tries its best in rendering pages. I would suggest <!DOCTYPE html> - it's the easiest DTD to write. Don't let anything to be before it, not even comments. That should help a lot in testing!
