Yes, I have. Often. Truthfully, I think UA keeps it pretty cool. LH and AA, on the other hand, really try to roast their pax. I don't get it. The lack of personal air vents on LH doesn't help either...
I would NEVER hesitate to ask. I think people that ask for the cabin to be warmed up are very selfish. They can always put on more clothes or another blanket. If you're way too hot in only a tee-shirt, there's nothing else you can do...