I did it on a few kits about a year ago. There's talk of it stripping out flavour but it was early doors and I never did it side by side with a control to see if there was a difference. It was before I knew about putting the beer somewhere cold after brewing so I don't bother now. I used to do gelatine for a while but haven't even thought about it for ages because all my beer just clears anyway.
I had a wheat beer tonight that was stupidly clear before I got the yeast back into suspension and that didn't have any finings. Even the wheat I did with flour, which is noted for haze was shiny as a shiny thing.