I sit on my chair cross legged. Sometimes in the floor or on my desk, depending on what I'm up to. I doubt it has any health benefits over "regular" sitting.
I've tried sitting cross legged on the chair. It still feels uncomfortable with a little balance issue. I was spending more time in correcting my posture than sitting in a relaxed manner.
It definitely has health benefits, by restricting blood flow to the lower part of the body. It is highly advisable to eat while sitting on the floor to aid digestion