I do. The compressor kicks in only when it is required. A side benefit is that the AC system works as a dehumidifier, and your windows clear much more quickly. The system was designed to be always on, which confounds some posters because they get frustrated that the system turns itself back on when they restart the vehicle, if they have turned it off previously.

With each of my last five BMWs, I have spent a few minutes to set up the climate control when I pick up a new car. I occasionally hit the defrost button for a few minutes, and then hit it again to return to auto, but apart from that I generally don't ever touch the AC controls. If it is hot out I tend to run the cabin one degree cooler, 19 C, and then go back to 20 C when the ambient temperature drops, but that only a few times per year that it needs adjustment.

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2007 X3 3.0si, 6 MT, Premium, White

Retired:
2008 535i, 6 MT, M Sport, Premium, Space Grey
2003 X5 3.0 Steptronic, Premium, Titanium Silver
2002 325xi 5 MT, Steel Grey
2004 Z4 3.0 Premium, Sport, SMG, Maldives Blue