I do.
Sometimes I stand at the bank waiting for people coming to deposit their money, and I just throw a stick of dynamite on them while they are typing and if they are handicapped enough to respawn I take their money.
Or perhaps you can use it for a better cause, and blow up greedy cops in the jail hitting the defenseless prisoners with their batons. Seriously, some loving cops will completely disregard whatever they are currently doing, and will chase you to the ends of the map to catch you and throw you in jail.
Also, just run about throwing dynamite everywhere and cause complete chaos. That's also fun :D
Discuss funny time you've harassed somebody with Dynamite in the Port Town, or wherever else!