I've done a little off and on. The thing is, I don't have the passion to actually pay attention to what's going on in the markets on a regular basis.
I've made more than I've lost. But now that I don't have to sit in a cubicle all day where I can watch the markets for lack of anything more interesting to do... I find that I'm better off staying out of stocks unless I happen to notice a really good bet on the odd day I actually look at the market.
There's certainly a lot of money to be made in the stock market, and my IRA more than doubled before I quit messing with the markets constantly.
The flip side of the coin is that I've got quite a stockpile of capital losses from gambles that didn't work out so well. At least I can redeem them with the IRS the next time they want significant money from me.
You pays your money, you takes your chances.