No, I don’t, although when I am taking drugs I do try to think about what is going on. For example, I have had a couple of nosebleed when taking pseudoephedrine (a nasal decongestant), which has led me to think about how this might be happening. Unfortunately, I think it is an inevitable consequence of the mechanism of action of the drug, so no easy way of getting around it (other than not taking too much!).
My favorite self-experimentation example in science is that of Barry Marshall, an Australian surgeon who drank bacteria, gave himself an upset stomach, cured the problem with antibiotics, and went on to win a Nobel Prize (in 2005 – Physiology or Medicine). This modern self-experimentation was one of the key experiments that led to the discovery that stomach ulcers are caused by a bacteria, and it is has transformed the way that stomach ulcers are treated.