In my part of Canada we do. Or maybe I should say did... until the snow plows got them.

I live in Prince Edward Island and they were put in in some especially tricky areas just last summer and already they are mostly gone. They were the type where they cut a little dip in the road and install them so that they are even with the height of the pavement and that didn't even save them.

The glow in the dark paint on the other hand would be a huge improvement and not susceptible to damage. Not to mention no installation required.