I do - Mrs Gozza runs her own business and needs to at least be able to check e-mails daily while we're away. I've got an app on my Samsung phone called "Portable wi-fi hotspot" from Core Technology. I found it dead easy to set up, the wi-fi is password protected and all our devices have been taught to recognise it as a home network, so they auto-log in as soon as the app is enabled.
As others have said, it mainly depends on how good your phone signal is - I've thought about putting a data-only sim into an old phone, and connecting it to an external aerial on the caravan for better signal (gadget freak over here!), but not done it yet, and never really been in a position where I wished I had.
Also as others have already said, watch your data limits - I've got 10GB / month included on my contract and some months I get pretty close but as I've said, that includes Mrs G running her business through it whenever we're away from the house (not just caravanning but long car journeys and at client locations too) so for normal family use you'd be alright.