I have occasionally in the past - pages are often far more responsive without it. Generally that's due to blocking social widgets or crappy scroll handlers.
* { box-shadow: none !important;
border-radius: 0 !important; }
etc. YMMV, and you may have to include the corner / browser specific variants, I forget the details. Box shadows with a large spread still perform terrifyingly poorly in browsers, though small ones tend to be fast enough to not notice on modern machines.