Yes, I do. When reading, I think of the associated city rather than the code, or the airport name if there is more than one airport in that particular city (Kennedy/LaGuardia, Orly/DeGaulle, City/Gatwick/Heathrow/Stansted, etc.). And when speaking, I never use the airport codes, except sometimes JFK, though I usually say "Kennedy".

Unless it's a code I've never seen before - then it becomes "Ess-Zed-Ex - where the heck is that?" (SZX = Shenzhen, China just in case anyone's wondering)