I do it all the time, but I hate it when I have a shiny Duncan and a dull Dimarzio in the same guitar. I have some guitars that are frankensteined, but mostly I like the looks to match up. That being said, I have about 40 guitars, so I can pretty much make up any combinations I want at a moment's notice. With that many guitars I have lots of them that don't look right because of different pickups, including one with a Seymour Duncan CC bridge, APC 200 middle, and G&L MFD neck! I have another favorite with a Seymour Duncan bridge, stock middle, and T-Top neck. I have some guitars where I've sanded a texture in one pickup to match the look of a Dimarzio because I wanted the Seymour Duncan but I wanted it to match.
I sometimes wonder, should we make a "satin finish" bobbin available as a Shop Floor Custom? I know personally I have a couple guitars I would put them in.
By the way the Screamin Demon makes a great neck pickup along side the Alternative 8.