I do, a lot actually. I'm not a big ice fisherman though and I'd prefer to stay on my banks
Dun mind the cold though and have been out quite a bunch this winter all over the Blackstone. I've settled in to one spot for the most part as winter really dug in though because I carp fish and getting a swim prepared is a fight in and of itself somedays, but we have had some great sessions over the course and you can see some of that in my trips.
On a general fishing note, I do not see any reason all fish would go to the lake for the winter. In fact the opposite may hold true. If the lake is frozen then oxygen levels will be less then the open waters. Fish may move into those places if there is good cover, various water levels so they can adjust temps and food...it may be more beneficial to fish some of those spots then a hole in the ice.